+7,817.2%
CAT vs HIG
+967.2%
+6,850.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.4% |
| 7D | -10.3% | +1.1% | -11.4% | -10.6% |
| 30D | -31.2% | +5.6% | -36.8% | -32.2% |
| 3M | -34.7% | -6.9% | -27.8% | -33.8% |
| 6M | -39.5% | +1.3% | -40.8% | -40.1% |
| YTD | -1.7% | -1.5% | -0.2% | -2.1% |
| 1Y | -1.1% | +6.6% | -7.7% | -3.5% |
| 3Y | +143.9% | +91.2% | +52.7% | +106.0% |
| 5Y | +194.8% | +106.1% | +88.7% | +144.9% |
| 10Y | +739.8% | +283.7% | +456.1% | +490.7% |
| All | +7,817.2% | +967.2% | +6,850.0% | +3,153.0% |
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