-1.7%
HBAN vs RCAT
-7.4%
+5.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -1.9% | -5.4% | +3.5% | -1.7% |
| 30D | -5.9% | -24.2% | +18.4% | -4.9% |
| 3M | +0.2% | -25.8% | +26.1% | +1.0% |
| 6M | +6.6% | -44.9% | +51.6% | +8.0% |
| YTD | -1.7% | +1.9% | -3.6% | -4.5% |
| 1Y | -1.7% | -5.2% | +3.5% | -1.8% |
| All | -1.7% | -7.4% | +5.7% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling