+5.8%
CAT vs HIG
+6.8%
-1.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.4% |
| 7D | -2.4% | -0.5% | -1.9% | -2.5% |
| 30D | -25.0% | +4.5% | -29.5% | -24.1% |
| 3M | -28.7% | -5.5% | -23.3% | -29.2% |
| 6M | -33.0% | +3.1% | -36.1% | -32.9% |
| YTD | +5.4% | -0.8% | +6.2% | +5.4% |
| All | +5.8% | +6.8% | -1.0% | +6.5% |
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