+96.8%
CAT vs HRB
-9.2%
+106.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.2% |
| 7D | +2.9% | -10.6% | +13.6% | +0.6% |
| 30D | -2.6% | -0.8% | -1.8% | -2.5% |
| 3M | -10.7% | +19.1% | -29.7% | -6.0% |
| 6M | +16.1% | +48.7% | -32.6% | +27.3% |
| YTD | +43.2% | +7.1% | +36.1% | +56.3% |
| 1Y | +96.8% | -8.3% | +105.2% | +115.6% |
| All | +96.8% | -9.2% | +106.0% | +115.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling