+121.3%
HBM vs RCAT
-2.3%
+123.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -6.4% | -1.4% | -4.9% | -6.1% |
| 30D | +5.9% | -3.3% | +9.3% | +6.2% |
| 3M | -8.9% | -43.2% | +34.3% | -0.3% |
| 6M | +10.7% | -43.2% | +53.8% | +18.5% |
| YTD | +38.3% | +5.5% | +32.7% | +34.7% |
| 1Y | +121.3% | -1.6% | +123.0% | +126.6% |
| All | +121.3% | -2.3% | +123.7% | +126.6% |
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 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