+613.3%
HBM vs RCAT
-99.5%
+712.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -6.4% | -1.4% | -4.9% | -6.3% |
| 30D | +5.9% | -3.3% | +9.3% | +5.9% |
| 3M | -8.9% | -43.2% | +34.3% | -8.7% |
| 6M | +10.7% | -43.2% | +53.8% | +10.9% |
| YTD | +38.3% | +5.5% | +32.7% | +38.1% |
| 1Y | +121.3% | -1.6% | +123.0% | +121.1% |
| 3Y | +450.6% | +773.7% | -323.1% | +443.6% |
| 5Y | +338.0% | +187.6% | +150.4% | +333.0% |
| 10Y | +578.6% | -98.5% | +677.1% | +533.6% |
| All | +613.3% | -99.5% | +712.9% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling