+49.8%
HBM vs RCAT
-59.1%
+108.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.3% | +14.0% | +6.0% |
| 7D | -5.8% | -18.5% | +12.7% | -1.5% |
| 30D | -18.5% | -37.0% | +18.5% | -9.7% |
| 3M | -10.3% | -54.9% | +44.6% | +6.2% |
| 6M | +2.1% | -63.6% | +65.8% | +25.0% |
| YTD | +12.0% | -49.6% | +61.6% | +26.1% |
| 1Y | +49.8% | -57.8% | +107.6% | +76.7% |
| All | +49.8% | -59.1% | +108.9% | +76.7% |
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 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