+12.9%
HAS vs RCAT
+183.7%
-170.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | -1.8% | -1.4% | -0.4% | -1.7% |
| 30D | +2.3% | -3.3% | +5.6% | +2.3% |
| 3M | +10.4% | -43.2% | +53.6% | +12.6% |
| 6M | -3.2% | -43.2% | +39.9% | -2.0% |
| YTD | +15.4% | +5.5% | +9.9% | +12.7% |
| 1Y | +18.8% | -1.6% | +20.4% | +15.3% |
| 3Y | +43.9% | +773.7% | -729.8% | +17.2% |
| All | +12.9% | +183.7% | -170.8% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling