-6.4%
HAL vs RCAT
+331.8%
-338.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +3.3% |
| 7D | +6.1% | -5.9% | +12.0% | +6.3% |
| 30D | +2.9% | -19.7% | +22.6% | +3.7% |
| 3M | +3.3% | -62.9% | +66.2% | +7.9% |
| 6M | -16.9% | -59.6% | +42.7% | -14.2% |
| YTD | +21.2% | -52.1% | +73.3% | +22.7% |
| 1Y | +27.5% | -50.9% | +78.5% | +28.6% |
| 3Y | -6.4% | +333.8% | -340.2% | -12.2% |
| All | -6.4% | +331.8% | -338.3% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling