+6.5%
CAT vs HRB
+11.7%
-5.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.5% |
| 7D | +9.3% | -7.8% | +17.1% | +7.2% |
| 30D | -21.5% | +15.7% | -37.2% | -18.4% |
| 3M | -29.1% | -5.5% | -23.6% | -29.3% |
| 6M | -33.4% | +41.1% | -74.5% | -26.5% |
| YTD | +6.6% | +20.4% | -13.8% | +21.0% |
| 1Y | +6.5% | +15.2% | -8.7% | +21.9% |
| All | +6.5% | +11.7% | -5.1% | +21.9% |
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