-39.5%
CAT vs HRB
+79.9%
-119.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | -0.3% |
| 7D | -10.3% | +2.7% | -13.0% | -9.5% |
| 30D | -31.2% | +22.1% | -53.3% | -27.2% |
| 3M | -34.7% | +15.7% | -50.4% | -31.3% |
| 6M | -39.5% | +83.3% | -122.8% | -27.4% |
| All | -39.5% | +79.9% | -119.4% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling