+155.3%
HBAN vs RCAT
-98.5%
+253.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | -1.0% | -4.9% | +3.9% | -1.0% |
| 30D | -5.6% | -22.9% | +17.3% | -5.4% |
| 3M | -1.1% | -33.7% | +32.6% | -0.9% |
| 6M | +9.9% | -50.7% | +60.6% | +10.3% |
| YTD | -0.9% | +0.4% | -1.3% | -1.2% |
| 1Y | -1.4% | -27.6% | +26.2% | -1.6% |
| 3Y | +78.2% | +753.2% | -674.9% | +74.2% |
| 5Y | +37.0% | +183.3% | -146.3% | +34.2% |
| All | +155.3% | -98.5% | +253.8% | +147.7% |
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