+8.9%
CAT vs HIG
+12.7%
-3.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.6% | -4.5% |
| 7D | -17.1% | +6.2% | -23.3% | -15.6% |
| 30D | -30.1% | +9.4% | -39.5% | -28.5% |
| 3M | -32.4% | -2.3% | -30.0% | -32.3% |
| 6M | -32.1% | +4.2% | -36.3% | -31.3% |
| YTD | +4.1% | +1.6% | +2.5% | +4.9% |
| 1Y | +8.9% | +9.9% | -1.0% | +11.6% |
| All | +8.9% | +12.7% | -3.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling