+332.7%
CAT vs HIG
+117.6%
+215.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | -2.6% | -2.8% | +0.2% | -1.4% |
| 3M | -10.7% | +6.3% | -17.0% | -14.3% |
| 6M | +16.1% | -0.1% | +16.2% | +14.9% |
| YTD | +43.2% | +0.4% | +42.8% | +41.0% |
| 1Y | +96.8% | +6.2% | +90.6% | +86.8% |
| 3Y | +201.4% | +101.6% | +99.7% | +85.2% |
| 5Y | +332.7% | +119.8% | +212.8% | +139.3% |
| All | +332.7% | +117.6% | +215.1% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling