+131.1%
HBAN vs RCAT
-100.0%
+231.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.2% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | -3.2% | -3.3% | +0.1% | -3.2% |
| 3M | +4.0% | -43.2% | +47.2% | +4.0% |
| 6M | +3.1% | -43.2% | +46.3% | +3.1% |
| YTD | 0.0% | +5.5% | -5.5% | 0.0% |
| 1Y | -1.2% | -1.6% | +0.5% | -1.2% |
| 3Y | +72.5% | +773.7% | -701.2% | +72.6% |
| 5Y | +39.3% | +187.6% | -148.3% | +39.4% |
| 10Y | +157.3% | -98.5% | +255.8% | +165.4% |
| All | +131.1% | -100.0% | +231.1% | +176.4% |
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