+142.9%
HOOD vs CAT
+207.1%
-64.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +2.2% |
| 7D | -3.2% | +1.7% | -5.0% | -4.1% |
| 30D | -22.6% | -24.6% | +2.0% | -8.2% |
| 3M | -10.4% | -28.5% | +18.1% | +9.6% |
| 6M | +4.7% | -34.8% | +39.5% | +31.7% |
| YTD | -25.2% | +5.9% | -31.1% | -33.8% |
| 1Y | -35.9% | +6.8% | -42.7% | -43.4% |
| 3Y | +927.7% | +161.1% | +766.6% | +424.4% |
| 5Y | +147.5% | +213.4% | -65.9% | +13.7% |
| All | +142.9% | +207.1% | -64.2% | +6.2% |
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