Date Cat HP McD's S&P500 riskless 920131 0.068946 0.039474 0.144737 -0.018348 0.003105833 920228 0.045455 0.232067 -0.066839 0.012865 0.003208333 920331 0.023018 0.10548 -0.015432 -0.019471 0.0033425 920430 0.1255 -0.006211 0.112853 0.028614 0.00292 920529 0.075724 -0.05 0.058592 0.004845 0.00303 920630 -0.109731 -0.091118 -0.018667 -0.01503 0.0029275 920731 0.030698 0.067151 -0.046196 0.041001 0.002563333 920831 -0.126697 -0.221088 -0.02906 -0.020611 0.002520833 920930 0.080311 -0.022707 0.044118 0.011339 0.002241667 921030 0.005276 0.020179 0.033803 0.004796 0.002309167 921130 0.086124 0.169231 0.0703 0.033794 0.002225 921231 -0.055066 0.053759 -0.005102 0.013328 0.002436667 930129 0.049417 0.030411 -0.002564 0.007282 0.002385833 930226 0.033408 0.024306 0.043188 0.013527 0.0022675 930331 0.019397 0.034915 0.044444 0.021186 0.002385833 930430 0.173784 -0.01642 -0.089835 -0.024519 0.0023775 930528 0.034296 0.113522 0.033766 0.02626 0.002461667 930630 0.045375 -0.025487 -0.010402 0.003466 0.002385833 930730 0.028715 -0.111111 0.048346 -0.004633 0.002403333 930831 0.069919 0.029514 0.045777 0.037456 0.002385833 930930 -0.039514 -0.074199 -0.034884 -0.007655 0.002318333 931029 0.160127 0.076782 0.110843 0.019851 0.00236 931130 -0.068306 0.001698 0.019219 -0.008712 0.0022925 931231 0.043988 0.074576 -0.027719 0.012641 0.002453333 940131 0.171629 0.079114 0.065789 0.033521 0.002326667 940228 0.040816 0.06305 -0.000288 -0.027058 0.002419167 940331 0.036909 -0.091034 -0.061856 -0.043454 0.002826667 940429 -0.020912 -0.022831 0.054945 0.012567 0.003013333 940531 -0.027304 -0.021807 0.033333 0.016314 0.003156667 940630 -0.064327 -0.03758 -0.066613 -0.024768 0.002936667 940729 0.08675 0.031561 -0.060606 0.032702 0.0032925 940831 0.064591 0.15781 0.043687 0.04134 0.0036575 940930 -0.061755 -0.024478 -0.066372 -0.024307 0.0037425 941031 0.106697 0.120172 0.094787 0.022568 0.003614167 941130 -0.094142 -0.001277 -0.015238 -0.036268 0.004125 941230 0.018476 0.024808 0.030837 0.014876 0.003945833 950131 -0.063492 0.006258 0.115385 0.025723 0.004318333 950228 0.004866 0.144279 0.020996 0.039634 0.0041825 950331 0.075061 0.049348 0.026316 0.029401 0.004811667 950428 0.058559 0.09865 0.025641 0.02943 0.004778333 950531 0.029915 -0.00189 0.084071 0.039855 0.0047025 950630 0.06639 0.131818 0.033003 0.024209 0.004438333 950731 0.100778 0.045302 -0.01278 0.033262 0.004539167 950831 -0.046181 0.027287 -0.053269 0.003664 0.0044725 950929 -0.1527 0.044687 0.047945 0.042145 0.004464167 951031 0.003956 0.110945 0.071895 -0.003542 0.004156667 951130 0.081498 -0.103914 0.090061 0.044445 0.004515 951229 -0.04277 0.011446 0.011204 0.017713 0.003818333 960131 0.101702 0.01194 0.113573 0.035276 0.0041075 960229 0.036893 0.188791 -0.003632 0.010167 0.00415 960329 0.018727 -0.063772 -0.04 0.009429 0.004328333 960430 -0.051838 0.124834 -0.002604 0.015218 0.00403 960531 0.023392 0.005903 0.006789 0.025197 0.0041925 960628 0.032381 -0.0623 -0.028571 0.004274 0.004014167 960731 -0.021771 -0.116688 -0.008021 -0.044408 0.0041925 960830 0.045541 -0.005682 0.001617 0.022201 0.00426 960930 0.094374 0.117029 0.021563 0.05593 0.0041575 961031 -0.084245 -0.094872 -0.060686 0.026969 0.004135 961129 0.153005 0.220963 0.052247 0.076295 0.004124167 961231 -0.048973 -0.065058 -0.029412 -0.019733 0.004061667