+5.8%
HD vs RCAT
+46.9%
-41.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.5% | -2.2% |
| 7D | +4.3% | -12.7% | +17.1% | +4.5% |
| 30D | +20.2% | -34.3% | +54.5% | +21.1% |
| 3M | -1.0% | -53.4% | +52.4% | +0.3% |
| 6M | +7.9% | -62.0% | +69.9% | +9.4% |
| YTD | +2.0% | -49.1% | +51.0% | +2.3% |
| 1Y | -4.3% | -53.1% | +48.8% | -4.0% |
| 3Y | +25.9% | +318.7% | -292.7% | +16.0% |
| All | +5.8% | +46.9% | -41.1% | +0.4% |
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