+988.5%
HAS vs RCAT
-100.0%
+1,088.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | -1.8% | -1.4% | -0.4% | -1.8% |
| 30D | +2.3% | -3.3% | +5.6% | +2.3% |
| 3M | +10.4% | -43.2% | +53.6% | +10.4% |
| 6M | -3.2% | -43.2% | +39.9% | -3.2% |
| YTD | +15.4% | +5.5% | +9.9% | +15.3% |
| 1Y | +18.8% | -1.6% | +20.4% | +18.7% |
| 3Y | +43.9% | +773.7% | -729.8% | +43.2% |
| 5Y | +13.9% | +187.6% | -173.7% | +13.4% |
| 10Y | +56.4% | -98.5% | +154.9% | +54.7% |
| All | +988.5% | -100.0% | +1,088.5% | +869.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling