-23.2%
HD vs RCAT
+1.5%
-24.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.3% |
| 7D | -1.2% | +5.4% | -6.6% | -1.2% |
| 30D | -11.1% | -5.6% | -5.5% | -11.1% |
| 3M | +2.0% | -30.2% | +32.3% | +2.3% |
| 6M | -10.5% | -43.4% | +32.9% | -10.6% |
| YTD | -6.9% | +9.6% | -16.5% | -7.1% |
| 1Y | -23.2% | -2.0% | -21.2% | -24.2% |
| All | -23.2% | +1.5% | -24.6% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling