+460.9%
HBM vs RCAT
+733.0%
-272.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -7.5% |
| 7D | -3.7% | -5.4% | +1.7% | -3.2% |
| 30D | -3.7% | -24.2% | +20.5% | -1.3% |
| 3M | +8.0% | -25.8% | +33.8% | +10.4% |
| 6M | +15.8% | -44.9% | +60.7% | +20.2% |
| YTD | +34.4% | +1.9% | +32.5% | +33.6% |
| 1Y | +98.2% | -5.2% | +103.3% | +96.4% |
| All | +460.9% | +733.0% | -272.1% | +425.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling