+92.6%
HAS vs RCAT
-99.8%
+192.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.8% |
| 7D | +1.4% | -5.9% | +7.3% | +1.4% |
| 30D | +26.3% | -19.7% | +45.9% | +26.4% |
| 3M | +25.6% | -62.9% | +88.5% | +26.1% |
| 6M | +30.3% | -59.6% | +89.8% | +30.6% |
| YTD | +50.4% | -52.1% | +102.4% | +50.5% |
| 1Y | +57.7% | -50.9% | +108.6% | +57.8% |
| 3Y | +213.4% | +333.8% | -120.4% | +210.1% |
| 5Y | +49.1% | +40.7% | +8.3% | +47.7% |
| All | +92.6% | -99.8% | +192.4% | +101.7% |
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