+19.9%
HBAN vs RCAT
+41.8%
-21.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.8% |
| 7D | +2.3% | -5.9% | +8.2% | +2.5% |
| 30D | +4.8% | -19.7% | +24.4% | +5.7% |
| 3M | -10.1% | -62.9% | +52.8% | -5.8% |
| 6M | +5.0% | -59.6% | +64.6% | +8.6% |
| YTD | -6.1% | -52.1% | +45.9% | -5.1% |
| 1Y | +4.6% | -50.9% | +55.5% | +5.3% |
| 3Y | +74.9% | +333.8% | -258.9% | +50.7% |
| All | +19.9% | +41.8% | -21.9% | +6.2% |
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 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