+1,028.6%
HOOD vs CAT
+196.5%
+832.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -3.3% |
| 7D | +17.1% | +1.7% | +15.4% | +15.8% |
| 30D | +31.6% | -6.6% | +38.1% | +38.1% |
| 3M | +38.2% | -13.3% | +51.5% | +48.3% |
| 6M | +48.5% | +11.6% | +36.9% | +25.7% |
| YTD | +8.0% | +42.9% | -35.0% | -28.0% |
| 1Y | +18.7% | +95.4% | -76.8% | -42.8% |
| All | +1,028.6% | +196.5% | +832.1% | +269.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling