+35.2%
HBAN vs RCAT
+184.3%
-149.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.4% |
| 7D | -1.5% | -2.3% | +0.8% | -1.4% |
| 30D | -5.5% | -18.7% | +13.2% | -4.6% |
| 3M | -0.2% | -29.3% | +29.0% | +1.0% |
| 6M | +5.2% | -42.3% | +47.5% | +6.6% |
| YTD | -2.3% | +2.5% | -4.8% | -4.7% |
| 1Y | -2.2% | -5.7% | +3.5% | -5.2% |
| 3Y | +73.8% | +764.9% | -691.1% | +43.4% |
| 5Y | +35.2% | +182.3% | -147.1% | +14.6% |
| All | +35.2% | +184.3% | -149.0% | +14.6% |
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 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