+712.5%
CAT vs HWM
+1,636.6%
-924.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.1% | +2.1% | +5.1% |
| 7D | -2.4% | +1.6% | -4.0% | -2.9% |
| 30D | -25.0% | -3.9% | -21.1% | -24.1% |
| 3M | -28.7% | -23.2% | -5.5% | -21.4% |
| 6M | -33.0% | -20.0% | -13.0% | -27.4% |
| YTD | +5.4% | +5.7% | -0.3% | +1.7% |
| 1Y | +7.3% | +4.9% | +2.4% | +3.7% |
| 3Y | +166.0% | +347.0% | -181.0% | +38.5% |
| 5Y | +210.1% | +563.0% | -352.9% | +36.5% |
| 10Y | +712.5% | +1,579.2% | -866.6% | +146.9% |
| All | +712.5% | +1,636.6% | -924.1% | +146.9% |
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