+329.0%
CAT vs HRB
+127.3%
+201.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.0% |
| 7D | +1.7% | -5.7% | +7.4% | +2.2% |
| 30D | -6.6% | +7.9% | -14.5% | -7.4% |
| 3M | -13.3% | +32.1% | -45.4% | -16.1% |
| 6M | +11.6% | +62.2% | -50.6% | +4.0% |
| YTD | +42.9% | +16.4% | +26.5% | +42.6% |
| 1Y | +95.4% | -0.3% | +95.7% | +101.6% |
| 3Y | +196.6% | +36.0% | +160.6% | +179.2% |
| All | +329.0% | +127.3% | +201.7% | +279.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling