+18,551.4%
CAT vs HRB
+3,493.9%
+15,057.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.3% | -4.0% | -2.3% | -5.5% |
| 30D | -26.8% | +15.8% | -42.6% | -30.1% |
| 3M | -30.0% | +12.0% | -42.1% | -33.2% |
| 6M | -34.6% | +40.7% | -75.3% | -42.0% |
| YTD | +2.9% | +21.0% | -18.1% | -6.9% |
| 1Y | +3.3% | +11.7% | -8.4% | -4.6% |
| 3Y | +153.7% | +25.0% | +128.7% | +122.6% |
| 5Y | +207.3% | +141.0% | +66.3% | +117.2% |
| 10Y | +674.0% | +241.3% | +432.7% | +355.9% |
| All | +18,551.4% | +3,493.9% | +15,057.5% | +4,633.8% |
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