+1,039.3%
HD vs RCAT
-100.0%
+1,139.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | -2.1% | -1.4% | -0.6% | -2.1% |
| 30D | -8.4% | -3.3% | -5.1% | -8.4% |
| 3M | +4.3% | -43.2% | +47.6% | +4.4% |
| 6M | -11.1% | -43.2% | +32.0% | -11.1% |
| YTD | -4.7% | +5.5% | -10.2% | -4.7% |
| 1Y | -19.8% | -1.6% | -18.2% | -19.8% |
| 3Y | +4.1% | +773.7% | -769.6% | +3.8% |
| 5Y | +10.3% | +187.6% | -177.3% | +10.0% |
| 10Y | +203.2% | -98.5% | +301.6% | +202.9% |
| All | +1,039.3% | -100.0% | +1,139.3% | +1,088.0% |
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 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