+11,408.2%
CAT vs HIG
+1,002.1%
+10,406.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -6.6% | -3.2% | -3.3% | -5.9% |
| 3M | -13.3% | +9.1% | -22.4% | -15.5% |
| 6M | +11.6% | -1.8% | +13.4% | +11.5% |
| YTD | +42.9% | +1.8% | +41.2% | +41.6% |
| 1Y | +95.4% | +4.6% | +90.9% | +91.9% |
| 3Y | +196.6% | +101.6% | +94.9% | +148.0% |
| 5Y | +321.7% | +124.5% | +197.2% | +244.3% |
| 10Y | +1,140.8% | +317.8% | +823.0% | +758.4% |
| All | +11,408.2% | +1,002.1% | +10,406.1% | +4,604.9% |
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