-38.7%
HOOD vs CAT
+6.0%
-44.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.2% | -4.2% | -0.3% |
| 7D | -0.6% | -2.4% | +1.8% | +0.3% |
| 30D | -23.6% | -25.0% | +1.4% | -13.7% |
| 3M | -10.7% | -28.7% | +18.0% | +2.9% |
| 6M | +8.2% | -33.0% | +41.2% | +22.1% |
| YTD | -26.3% | +5.4% | -31.8% | -44.6% |
| All | -38.7% | +6.0% | -44.6% | -58.0% |
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