+588.2%
HBM vs RCAT
-98.5%
+686.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -3.3% | -4.9% | +1.6% | -3.2% |
| 30D | -4.8% | -22.9% | +18.0% | -4.5% |
| 3M | -0.4% | -33.7% | +33.3% | 0.0% |
| 6M | +17.9% | -50.7% | +68.6% | +18.6% |
| YTD | +33.7% | +0.4% | +33.3% | +33.5% |
| 1Y | +95.6% | -27.6% | +123.2% | +95.7% |
| 3Y | +458.1% | +753.2% | -295.0% | +443.3% |
| 5Y | +329.0% | +183.3% | +145.7% | +318.8% |
| All | +588.2% | -98.5% | +686.7% | +407.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling