+712.5%
CAT vs HIG
+270.3%
+442.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +6.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -25.0% | +4.5% | -29.5% | -26.7% |
| 3M | -28.7% | -5.5% | -23.3% | -27.4% |
| 6M | -33.0% | +3.1% | -36.1% | -34.9% |
| YTD | +5.4% | -0.8% | +6.2% | +4.1% |
| 1Y | +7.3% | +6.1% | +1.2% | +2.5% |
| 3Y | +166.0% | +94.1% | +71.9% | +89.5% |
| 5Y | +210.1% | +106.4% | +103.7% | +113.7% |
| 10Y | +712.5% | +265.1% | +447.4% | +327.4% |
| All | +712.5% | +270.3% | +442.2% | +327.4% |
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