+183.3%
CAT vs HBM
+205.9%
-22.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -10.3% | -3.6% | -6.7% | -9.4% |
| 30D | -31.2% | -19.2% | -12.0% | -27.0% |
| 3M | -34.7% | -20.5% | -14.2% | -30.7% |
| 6M | -39.5% | -12.8% | -26.6% | -38.3% |
| YTD | -1.7% | +5.4% | -7.1% | -6.2% |
| 1Y | -1.1% | +33.0% | -34.1% | -11.8% |
| 3Y | +143.9% | +357.3% | -213.5% | +43.8% |
| All | +183.3% | +205.9% | -22.6% | +72.3% |
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