+878.9%
HOOD vs CAT
+163.6%
+715.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.3% |
| 7D | +3.8% | +9.3% | -5.6% | -2.7% |
| 30D | -26.4% | -21.5% | -4.9% | -12.9% |
| 3M | -14.3% | -29.1% | +14.8% | +8.6% |
| 6M | +3.9% | -33.4% | +37.3% | +32.0% |
| YTD | -28.1% | +6.6% | -34.6% | -42.1% |
| 1Y | -38.8% | +6.5% | -45.4% | -50.7% |
| All | +878.9% | +163.6% | +715.4% | +242.5% |
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