+207.3%
CAT vs HWM
+574.1%
-366.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -3.0% |
| 7D | -6.3% | -1.8% | -4.6% | -5.5% |
| 30D | -26.8% | -2.7% | -24.1% | -26.2% |
| 3M | -30.0% | -22.7% | -7.3% | -22.0% |
| 6M | -34.6% | -18.9% | -15.6% | -28.7% |
| YTD | +2.9% | +7.1% | -4.2% | -2.0% |
| 1Y | +3.3% | +4.7% | -1.4% | -0.8% |
| 3Y | +153.7% | +345.6% | -191.9% | +13.3% |
| 5Y | +207.3% | +588.3% | -381.0% | +4.9% |
| All | +207.3% | +574.1% | -366.8% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling