+1,134.5%
CAT vs HWM
+1,323.5%
-189.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.7% | +11.7% | +5.4% |
| 7D | +5.6% | -9.2% | +14.7% | +9.3% |
| 30D | -2.3% | -17.9% | +15.5% | +5.1% |
| 3M | -10.0% | -6.0% | -4.0% | -8.3% |
| 6M | +21.2% | -7.4% | +28.6% | +24.0% |
| YTD | +44.4% | +13.1% | +31.3% | +36.1% |
| 1Y | +96.3% | +29.3% | +67.0% | +74.9% |
| 3Y | +203.9% | +389.9% | -186.0% | +53.0% |
| 5Y | +333.5% | +655.5% | -322.0% | +81.6% |
| All | +1,134.5% | +1,323.5% | -189.0% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling