+25,808.1%
CAT vs HRB
+3,357.9%
+22,450.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.8% |
| 7D | +1.7% | -5.7% | +7.4% | +3.3% |
| 30D | -6.6% | +7.9% | -14.5% | -9.0% |
| 3M | -13.3% | +32.1% | -45.4% | -20.8% |
| 6M | +11.6% | +62.2% | -50.6% | -5.6% |
| YTD | +42.9% | +16.4% | +26.5% | +31.9% |
| 1Y | +95.4% | -0.3% | +95.7% | +87.7% |
| 3Y | +196.6% | +36.0% | +160.6% | +155.9% |
| 5Y | +321.7% | +125.2% | +196.5% | +205.9% |
| 10Y | +1,140.8% | +237.7% | +903.1% | +638.3% |
| All | +25,808.1% | +3,357.9% | +22,450.2% | +6,605.1% |
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