+95.4%
CAT vs HIG
+5.1%
+90.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.5% |
| 7D | +1.7% | +0.3% | +1.4% | +1.8% |
| 30D | -6.6% | -3.2% | -3.3% | -7.0% |
| 3M | -13.3% | +9.1% | -22.4% | -13.1% |
| 6M | +11.6% | -1.8% | +13.4% | +13.0% |
| YTD | +42.9% | +1.8% | +41.2% | +44.0% |
| 1Y | +95.4% | +4.6% | +90.9% | +104.7% |
| All | +95.4% | +5.1% | +90.4% | +104.7% |
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