+333.5%
CAT vs HBM
+369.7%
-36.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | -0.5% |
| 7D | +5.6% | +7.3% | -1.8% | +3.5% |
| 30D | -2.3% | +5.0% | -7.4% | -3.9% |
| 3M | -10.0% | +11.1% | -21.1% | -13.4% |
| 6M | +21.2% | +30.2% | -8.9% | +10.2% |
| YTD | +44.4% | +46.2% | -1.7% | +26.0% |
| 1Y | +96.3% | +120.0% | -23.7% | +51.9% |
| 3Y | +203.9% | +527.3% | -323.3% | +63.8% |
| 5Y | +333.5% | +400.3% | -66.8% | +129.7% |
| All | +333.5% | +369.7% | -36.3% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling