+1,306.3%
HAS vs RCAT
-100.0%
+1,406.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -14.9% | +13.2% | -1.7% |
| 7D | 0.0% | -32.6% | +32.5% | 0.0% |
| 30D | +31.3% | -46.3% | +77.6% | +31.4% |
| 3M | +32.1% | -60.7% | +92.8% | +32.3% |
| 6M | +28.1% | -67.4% | +95.5% | +28.3% |
| YTD | +49.1% | -57.1% | +106.2% | +49.2% |
| 1Y | +60.5% | -63.8% | +124.3% | +60.6% |
| 3Y | +183.9% | +268.1% | -84.2% | +182.8% |
| 5Y | +51.2% | +25.2% | +26.0% | +50.7% |
| 10Y | +105.3% | -99.7% | +204.9% | +103.4% |
| All | +1,306.3% | -100.0% | +1,406.3% | +1,153.6% |
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