+1,918.6%
CAT vs HYG
+153.4%
+1,765.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.6% | 0.0% | +5.5% | +5.5% |
| 30D | -2.3% | -0.1% | -2.3% | -2.2% |
| 3M | -10.0% | +1.0% | -11.0% | -11.2% |
| 6M | +21.2% | +2.3% | +18.9% | +17.7% |
| YTD | +44.4% | +2.1% | +42.3% | +40.8% |
| 1Y | +96.3% | +3.8% | +92.5% | +87.0% |
| 3Y | +203.9% | +26.7% | +177.2% | +120.2% |
| 5Y | +333.5% | +19.3% | +314.2% | +243.0% |
| 10Y | +1,126.0% | +55.3% | +1,070.8% | +595.0% |
| All | +1,918.6% | +153.4% | +1,765.2% | +536.5% |
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 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