+132.4%
HOOD vs CAT
+185.2%
-52.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.7% |
| 7D | -4.8% | -10.3% | +5.5% | +1.8% |
| 30D | -26.1% | -31.2% | +5.1% | -7.2% |
| 3M | -10.8% | -34.7% | +23.9% | +15.4% |
| 6M | +2.4% | -39.5% | +41.8% | +35.0% |
| YTD | -28.5% | -1.7% | -26.8% | -33.6% |
| 1Y | -36.3% | -1.1% | -35.2% | -41.0% |
| 3Y | +743.7% | +143.9% | +599.8% | +349.9% |
| 5Y | +118.6% | +194.8% | -76.2% | +5.4% |
| All | +132.4% | +185.2% | -52.8% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling