+5,443.2%
CAT vs HDB
+3,812.1%
+1,631.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| 6M | +11.6% | -24.7% | +36.3% | +21.5% |
| YTD | +42.9% | -36.6% | +79.5% | +64.1% |
| 1Y | +95.4% | -34.4% | +129.8% | +121.5% |
| 3Y | +196.6% | -24.4% | +221.0% | +214.9% |
| 5Y | +321.7% | -35.4% | +357.0% | +362.5% |
| 10Y | +1,140.8% | +39.5% | +1,101.2% | +898.1% |
| All | +5,443.2% | +3,812.1% | +1,631.1% | +1,948.3% |
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