+712.5%
CAT vs HRB
+246.2%
+466.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.2% | +10.5% | +7.8% |
| 7D | -2.4% | -2.4% | 0.0% | -2.1% |
| 30D | -25.0% | +15.7% | -40.7% | -27.5% |
| 3M | -28.7% | +11.4% | -40.1% | -31.0% |
| 6M | -33.0% | +40.7% | -73.7% | -38.9% |
| YTD | +5.4% | +21.0% | -15.5% | -1.3% |
| 1Y | +7.3% | +7.2% | 0.0% | +3.5% |
| 3Y | +166.0% | +29.2% | +136.9% | +139.2% |
| 5Y | +210.1% | +142.3% | +67.8% | +128.6% |
| 10Y | +712.5% | +253.1% | +459.5% | +424.1% |
| All | +712.5% | +246.2% | +466.3% | +424.1% |
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