+1,376.6%
CAT vs HYG
+148.8%
+1,227.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +7.4% | -0.4% | +7.8% | +8.1% |
| 30D | -19.7% | +0.7% | -20.4% | -20.5% |
| 3M | -29.6% | -2.1% | -27.5% | -27.3% |
| 6M | -33.2% | -0.8% | -32.4% | -32.2% |
| YTD | +5.7% | +0.3% | +5.4% | +5.9% |
| 1Y | +9.3% | +1.8% | +7.6% | +7.3% |
| 3Y | +158.3% | +24.1% | +134.2% | +92.9% |
| 5Y | +211.6% | +17.7% | +193.9% | +151.5% |
| 10Y | +698.5% | +56.8% | +641.7% | +348.4% |
| All | +1,376.6% | +148.8% | +1,227.8% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling