+1,157.1%
CAT vs HRB
+205.6%
+951.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +2.9% | -10.6% | +13.6% | +5.1% |
| 30D | -2.6% | -0.8% | -1.8% | -3.0% |
| 3M | -10.7% | +19.1% | -29.7% | -15.0% |
| 6M | +16.1% | +48.7% | -32.6% | +3.4% |
| YTD | +43.2% | +7.1% | +36.1% | +38.1% |
| 1Y | +96.8% | -8.3% | +105.2% | +97.2% |
| 3Y | +201.4% | +25.8% | +175.5% | +171.7% |
| 5Y | +332.7% | +111.1% | +221.6% | +230.1% |
| 10Y | +1,157.1% | +206.6% | +950.5% | +733.6% |
| All | +1,157.1% | +205.6% | +951.5% | +733.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling