+1,110.7%
CAT vs HDB
+38.3%
+1,072.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -6.6% | -2.8% | -3.8% | -5.8% |
| 3M | -13.3% | -3.5% | -9.8% | -12.8% |
| 6M | +11.6% | -24.7% | +36.3% | +21.1% |
| YTD | +42.9% | -36.6% | +79.5% | +63.3% |
| 1Y | +95.4% | -34.4% | +129.8% | +120.4% |
| 3Y | +196.6% | -24.4% | +221.0% | +213.6% |
| 5Y | +321.7% | -35.4% | +357.0% | +361.4% |
| All | +1,110.7% | +38.3% | +1,072.4% | +862.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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