+139.3%
HOOD vs CAT
+205.7%
-66.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.2% | -4.2% | -1.5% |
| 7D | -0.6% | -2.4% | +1.8% | +0.8% |
| 30D | -23.6% | -25.0% | +1.4% | -9.1% |
| 3M | -10.7% | -28.7% | +18.0% | +9.4% |
| 6M | +8.2% | -33.0% | +41.2% | +33.5% |
| YTD | -26.3% | +5.4% | -31.8% | -34.6% |
| 1Y | -36.1% | +7.3% | -43.3% | -43.8% |
| 3Y | +950.7% | +166.0% | +784.7% | +431.8% |
| 5Y | +127.0% | +210.1% | -83.1% | +4.7% |
| All | +139.3% | +205.7% | -66.4% | +4.9% |
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