HIH 102135.xls

	A	B	C	D	E	F	G
1	Date	CAT Adjusted Closing	CAT Retun	Rm-Rf	SMB	HML	Rf
2	1/1/2014	72.637398		-3.32	0.9	-2.07	0.0000
3	2/1/2014	75.494415	3.9333	4.65	0.37	-0.31	0.0000
4	3/1/2014	77.3629	2.4750	0.43	-1.85	4.93	0.0000
5	4/1/2014	82.057457	6.0682	-0.19	-4.2	1.17	0.0000
6	5/1/2014	80.058144	-2.4365	2.06	-1.88	-0.13	0.0000
7	6/1/2014	85.101402	6.2995	2.61	3.08	-0.7	0.0000
8	7/1/2014	78.899132	-7.2881	-2.04	-4.29	0.03	0.0000
9	8/1/2014	85.954773	8.9426	4.24	0.4	-0.45	0.0000
10	9/1/2014	78.042564	-9.2051	-1.97	-3.72	-1.34	0.0000
11	10/1/2014	79.918159	2.4033	2.52	4.2	-1.81	0.0000
12	11/1/2014	79.883743	-0.0431	2.55	-2.06	-3.09	0.0000
13	12/1/2014	72.681511	-9.0159	-0.06	2.49	2.27	0.0000
14	1/1/2015	63.502026	-12.6297	-3.11	-0.55	-3.58	0.0000
15	2/1/2015	66.368431	4.5139	6.13	0.61	-1.86	0.0000
16	3/1/2015	64.07074	-3.4620	-1.12	3.04	-0.37	0.0000
17	4/1/2015	69.554764	8.5593	0.59	-3.03	1.82	0.0000
18	5/1/2015	68.871971	-0.9817	1.36	0.92	-1.14	0.0000
19	6/1/2015	68.468369	-0.5860	-1.53	2.9	-0.79	0.0000
20	7/1/2015	63.471653	-7.2978	1.54	-4.19	-4.13	0.0000
21	8/1/2015	62.273613	-1.8875	-6.04	0.33	2.77	0.0000
22	9/1/2015	53.24704	-14.4950	-3.07	-2.63	0.56	0.0000
23	10/1/2015	59.46299	11.6738	7.75	-1.87	-0.46	0.0000
24	11/1/2015	59.847446	0.6465	0.56	3.59	-0.42	0.0000
25	12/1/2015	55.983917	-6.4556	-2.17	-2.82	-2.61	0.0100
26	1/1/2016	51.271919	-8.4167	-5.77	-3.43	2.09	0.0100
27	2/1/2016	56.468006	10.1344	-0.07	0.71	-0.57	0.0200
28	3/1/2016	63.84137	13.0576	6.96	0.82	1.19	0.0200
29	4/1/2016	64.825584	1.5417	0.91	0.74	3.28	0.0100
30	5/1/2016	61.069698	-5.7938	1.78	-0.18	-1.66	0.0100
31	6/1/2016	63.84903	4.5511	-0.05	0.6	-1.48	0.0200
32	7/1/2016	69.702484	9.1676	3.95	2.51	-1.27	0.0200
33	8/1/2016	69.685181	-0.0248	0.49	1.18	3.13	0.0200
34	9/1/2016	75.484489	8.3222	0.25	2.13	-1.23	0.0200
35	10/1/2016	70.969177	-5.9818	-2.02	-4.42	4.12	0.0200
36	11/1/2016	81.975571	15.5087	4.86	5.67	8.19	0.0100
37	12/1/2016	79.556442	-2.9510	1.81	0.08	3.56	0.0300
38	1/1/2017	82.061371	3.1486	1.94	-1.14	-2.76	0.0400
39	2/1/2017	83.607224	1.8838	3.57	-2.02	-1.68	0.0400
40	3/1/2017	80.233864	-4.0348	0.17	1.14	-3.32	0.0300
41	4/1/2017	88.451004	10.2415	1.09	0.72	-2.1	0.0500
42	5/1/2017	91.950417	3.9563	1.06	-2.52	-3.78	0.0600
43	6/1/2017	93.720886	1.9255	0.78	2.23	1.48	0.0600
44	7/1/2017	99.381119	6.0395	1.87	-1.46	-0.24	0.0700
45	8/1/2017	103.208153	3.8509	0.16	-1.67	-2.09	0.0900
46	9/1/2017	109.550507	6.1452	2.51	4.46	3.12	0.0900
47	10/1/2017	119.292427	8.8926	2.25	-1.93	0.21	0.0900
48	11/1/2017	124.731628	4.5596	3.12	-0.58	-0.08	0.0800
49	12/1/2017	139.250504	11.6401	1.06	-1.32	0.05	0.0900
50	1/1/2018	143.845642	3.2999	5.57	-3.15	-1.33	0.1200
51	2/1/2018	137.277908	-4.5658	-3.65	0.23	-1.07	0.1100
52	3/1/2018	130.841492	-4.6886	-2.35	4.05	-0.23	0.1100
53	4/1/2018	128.160385	-2.0491	0.28	1.14	0.54	0.1400
54	5/1/2018	135.54216	5.7598	2.65	5.26	-3.18	0.1400
55	6/1/2018	121.051964	-10.6905	0.48	1.15	-2.33	0.1400
56	7/1/2018	128.305984	5.9925	3.19	-2.22	0.47	0.1600
57	8/1/2018	124.648972	-2.8502	3.44	1.12	-3.99	0.1600
58	9/1/2018	136.893936	9.8236	0.06	-2.28	-1.69	0.1500
59	10/1/2018	108.911858	-20.4407	-7.68	-4.77	3.44	0.1900
60	11/1/2018	122.570419	12.5409	1.69	-0.68	0.27	0.1800
61	12/1/2018	114.800781	-6.3389	-9.57	-2.38	-1.86	0.2000
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100