+700.3%
CAT vs HWM
+1,554.5%
-854.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +2.0% |
| 7D | +1.7% | +5.0% | -3.2% | -0.1% |
| 30D | -24.6% | +1.5% | -26.1% | -25.4% |
| 3M | -28.5% | -20.3% | -8.2% | -22.4% |
| 6M | -34.8% | -18.0% | -16.8% | -30.1% |
| YTD | +5.9% | +9.5% | -3.6% | +0.7% |
| 1Y | +6.8% | +7.5% | -0.6% | +2.3% |
| 3Y | +161.1% | +355.7% | -194.6% | +34.9% |
| 5Y | +213.4% | +610.2% | -396.8% | +34.2% |
| 10Y | +700.3% | +1,516.8% | -816.4% | +148.6% |
| All | +700.3% | +1,554.5% | -854.1% | +148.6% |
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