+245.3%
HD vs RCAT
-99.7%
+345.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -1.2% | +7.2% | -8.4% | -1.2% |
| 30D | +20.9% | -20.4% | +41.3% | +21.0% |
| 3M | -0.2% | -59.8% | +59.6% | +0.2% |
| 6M | +14.5% | -61.9% | +76.4% | +14.9% |
| YTD | +4.3% | -45.9% | +50.2% | +4.4% |
| 1Y | -3.5% | -50.5% | +47.1% | -3.4% |
| 3Y | +30.1% | +387.5% | -357.4% | +28.2% |
| 5Y | +8.5% | +70.9% | -62.4% | +7.0% |
| 10Y | +245.3% | -99.7% | +345.0% | +237.6% |
| All | +245.3% | -99.7% | +345.0% | +237.6% |
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