+332.5%
HBM vs RCAT
+182.3%
+150.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -3.3% | -4.9% | +1.6% | -2.9% |
| 30D | -4.8% | -22.9% | +18.0% | -2.9% |
| 3M | -0.4% | -33.7% | +33.3% | +2.3% |
| 6M | +17.9% | -50.7% | +68.6% | +22.6% |
| YTD | +33.7% | +0.4% | +33.3% | +32.9% |
| 1Y | +95.6% | -27.6% | +123.2% | +96.2% |
| 3Y | +458.1% | +753.2% | -295.0% | +393.4% |
| All | +332.5% | +182.3% | +150.2% | +292.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling