+695.3%
CAT vs HIG
+260.2%
+435.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.3% | -0.1% | +9.5% | +9.3% |
| 30D | -21.5% | +4.4% | -25.8% | -23.2% |
| 3M | -29.1% | 0.0% | -29.1% | -29.6% |
| 6M | -33.4% | +3.8% | -37.1% | -35.4% |
| YTD | +6.6% | +0.7% | +5.9% | +4.5% |
| 1Y | +6.5% | +5.0% | +1.5% | +2.3% |
| 3Y | +162.7% | +95.3% | +67.3% | +86.6% |
| 5Y | +214.2% | +110.8% | +103.4% | +114.6% |
| All | +695.3% | +260.2% | +435.1% | +324.2% |
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