-19.1%
HAL vs RCAT
-99.6%
+80.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.4% | -11.3% | 0.0% |
| 7D | -7.9% | +1.1% | -9.0% | -7.9% |
| 30D | -2.1% | -22.0% | +20.0% | -1.9% |
| 3M | +0.4% | -51.1% | +51.6% | +1.1% |
| 6M | -19.2% | -56.6% | +37.4% | -18.7% |
| YTD | +14.4% | -43.3% | +57.6% | +14.6% |
| 1Y | +18.0% | -51.5% | +69.5% | +18.3% |
| 3Y | -9.7% | +411.4% | -421.1% | -12.4% |
| 5Y | +40.1% | +74.4% | -34.3% | +36.6% |
| 10Y | -19.1% | -99.6% | +80.5% | -26.0% |
| All | -19.1% | -99.6% | +80.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling