+1,135.8%
HD vs RCAT
-100.0%
+1,235.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.9% |
| 7D | -0.5% | +15.6% | -16.0% | -0.5% |
| 30D | +18.5% | -24.1% | +42.6% | +18.5% |
| 3M | +2.2% | -61.9% | +64.0% | +2.2% |
| 6M | +13.8% | -64.3% | +78.2% | +13.9% |
| YTD | +3.4% | -50.4% | +53.8% | +3.4% |
| 1Y | -3.5% | -54.0% | +50.5% | -3.5% |
| 3Y | +29.0% | +347.2% | -318.2% | +28.7% |
| 5Y | +6.1% | +45.7% | -39.7% | +5.9% |
| 10Y | +242.3% | -99.7% | +342.0% | +242.0% |
| All | +1,135.8% | -100.0% | +1,235.8% | +1,189.5% |
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