+3,713.5%
CAT vs HDB
+4,142.9%
-429.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | -10.3% | +13.3% | -23.6% | -14.0% |
| 30D | -31.2% | +13.6% | -44.7% | -34.2% |
| 3M | -34.7% | +5.8% | -40.4% | -36.2% |
| 6M | -39.5% | -1.9% | -37.6% | -39.8% |
| YTD | -1.7% | -31.2% | +29.5% | +9.4% |
| 1Y | -1.1% | -29.6% | +28.4% | +9.1% |
| 3Y | +143.9% | -10.1% | +154.0% | +143.6% |
| 5Y | +194.8% | -24.3% | +219.1% | +205.8% |
| 10Y | +739.8% | +59.3% | +680.5% | +544.0% |
| All | +3,713.5% | +4,142.9% | -429.4% | +1,265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling