+201.5%
CAT vs HDB
-24.6%
+226.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -6.6% | -2.8% | -3.8% | -6.0% |
| 3M | -13.3% | -3.5% | -9.8% | -13.0% |
| 6M | +11.6% | -24.7% | +36.3% | +17.8% |
| YTD | +42.9% | -36.6% | +79.5% | +55.7% |
| 1Y | +95.4% | -34.4% | +129.8% | +111.0% |
| All | +201.5% | -24.6% | +226.0% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling