+1,126.0%
CAT vs HBM
+599.4%
+526.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.7% | -0.5% |
| 7D | +5.6% | +7.4% | -1.8% | +3.6% |
| 30D | -2.3% | +5.1% | -7.4% | -3.8% |
| 3M | -10.0% | +11.1% | -21.1% | -13.2% |
| 6M | +21.2% | +30.2% | -9.0% | +10.8% |
| YTD | +44.4% | +46.2% | -1.8% | +27.0% |
| 1Y | +96.3% | +120.0% | -23.8% | +54.0% |
| 3Y | +203.9% | +527.4% | -323.5% | +71.8% |
| 5Y | +333.5% | +400.4% | -66.9% | +144.8% |
| 10Y | +1,126.0% | +621.5% | +504.5% | +433.5% |
| All | +1,126.0% | +599.4% | +526.6% | +433.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling