+197.7%
CAT vs HYG
+25.7%
+172.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | +0.1% |
| 7D | +0.6% | -0.7% | +1.4% | +2.9% |
| 30D | -4.5% | -0.6% | -4.0% | -2.9% |
| 3M | -5.8% | +0.4% | -6.2% | -6.8% |
| 6M | +12.7% | +1.2% | +11.5% | +9.3% |
| YTD | +41.4% | +1.5% | +39.9% | +36.6% |
| 1Y | +92.1% | +3.2% | +88.9% | +77.4% |
| All | +197.7% | +25.7% | +172.0% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling