+1,157.1%
CAT vs HIG
+314.4%
+842.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | -2.6% | -2.8% | +0.2% | -1.5% |
| 3M | -10.7% | +6.3% | -17.0% | -13.8% |
| 6M | +16.1% | -0.1% | +16.2% | +15.0% |
| YTD | +43.2% | +0.4% | +42.8% | +41.3% |
| 1Y | +96.8% | +6.2% | +90.6% | +88.4% |
| 3Y | +201.4% | +101.6% | +99.7% | +111.6% |
| 5Y | +332.7% | +119.8% | +212.8% | +191.1% |
| 10Y | +1,157.1% | +311.7% | +845.4% | +518.7% |
| All | +1,157.1% | +314.4% | +842.7% | +518.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling