+1,144.3%
CAT vs HYG
+56.1%
+1,088.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.6% | -0.7% | +1.3% | +1.9% |
| 30D | -4.3% | -0.7% | -3.6% | -3.1% |
| 3M | -8.6% | -0.2% | -8.4% | -8.2% |
| 6M | +16.1% | +1.4% | +14.7% | +13.7% |
| YTD | +43.8% | +1.5% | +42.3% | +41.0% |
| 1Y | +91.5% | +2.9% | +88.6% | +83.4% |
| 3Y | +202.7% | +25.6% | +177.1% | +110.9% |
| 5Y | +335.1% | +18.6% | +316.6% | +237.0% |
| All | +1,144.3% | +56.1% | +1,088.3% | +563.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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