+101.9%
HAS vs RCAT
-99.6%
+201.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.4% | -9.7% | +1.6% |
| 7D | +2.2% | +1.1% | +1.0% | +2.1% |
| 30D | +29.6% | -22.0% | +51.6% | +29.7% |
| 3M | +30.3% | -51.1% | +81.4% | +30.6% |
| 6M | +25.6% | -56.6% | +82.2% | +25.9% |
| YTD | +50.8% | -43.3% | +94.1% | +50.9% |
| 1Y | +63.0% | -51.5% | +114.5% | +63.2% |
| 3Y | +211.6% | +411.4% | -199.8% | +208.0% |
| 5Y | +50.4% | +74.4% | -24.0% | +48.8% |
| 10Y | +101.9% | -99.6% | +201.5% | +106.3% |
| All | +101.9% | -99.6% | +201.5% | +106.3% |
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