+8,426.3%
CAT vs HIG
+992.6%
+7,433.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.0% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -24.6% | +5.4% | -29.9% | -25.7% |
| 3M | -28.5% | -0.9% | -27.6% | -28.6% |
| 6M | -34.8% | +4.8% | -39.6% | -36.0% |
| YTD | +5.9% | +0.9% | +5.0% | +4.8% |
| 1Y | +6.8% | +6.5% | +0.4% | +4.3% |
| 3Y | +161.1% | +95.7% | +65.3% | +119.3% |
| 5Y | +213.4% | +107.1% | +106.3% | +160.1% |
| 10Y | +700.3% | +262.6% | +437.7% | +469.3% |
| All | +8,426.3% | +992.6% | +7,433.7% | +3,383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling