+17,723.7%
CAT vs HRB
+3,613.7%
+14,110.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +2.0% |
| 7D | -10.3% | +2.7% | -13.0% | -11.0% |
| 30D | -31.2% | +22.1% | -53.3% | -35.1% |
| 3M | -34.7% | +15.7% | -50.4% | -38.0% |
| 6M | -39.5% | +83.3% | -122.8% | -50.6% |
| YTD | -1.7% | +25.0% | -26.7% | -11.7% |
| 1Y | -1.1% | +6.9% | -8.1% | -7.4% |
| 3Y | +143.9% | +39.0% | +104.8% | +107.7% |
| 5Y | +194.8% | +146.4% | +48.4% | +107.3% |
| 10Y | +739.8% | +254.4% | +485.3% | +389.5% |
| All | +17,723.7% | +3,613.7% | +14,110.0% | +4,388.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling