-36.1%
HOOD vs CAT
+5.5%
-41.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.3% | +4.3% |
| 7D | -4.4% | -17.1% | +12.7% | +3.3% |
| 30D | -23.4% | -30.1% | +6.7% | -10.8% |
| 3M | -6.5% | -32.4% | +25.9% | +10.2% |
| 6M | +14.2% | -32.1% | +46.3% | +27.7% |
| YTD | -22.7% | +4.1% | -26.8% | -41.9% |
| 1Y | -36.1% | +8.9% | -45.0% | -59.7% |
| All | -36.1% | +5.5% | -41.6% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling