+58.5%
HCA vs RCAT
+738.1%
-679.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.5% | +11.4% | +4.9% |
| 7D | +4.9% | -2.3% | +7.2% | +4.9% |
| 30D | +1.9% | -18.7% | +20.6% | +1.9% |
| 3M | +12.7% | -29.3% | +42.0% | +12.8% |
| 6M | -22.3% | -42.3% | +20.0% | -22.3% |
| YTD | -9.3% | +2.5% | -11.9% | -9.8% |
| 1Y | +2.7% | -5.7% | +8.4% | +2.1% |
| All | +58.5% | +738.1% | -679.7% | +48.0% |
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