+1,118.8%
HD vs RCAT
-100.0%
+1,218.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.5% | -1.9% |
| 7D | +4.3% | -12.7% | +17.1% | +4.3% |
| 30D | +20.2% | -34.3% | +54.5% | +20.2% |
| 3M | -1.0% | -53.4% | +52.4% | -0.9% |
| 6M | +7.9% | -62.0% | +69.9% | +8.0% |
| YTD | +2.0% | -49.1% | +51.0% | +2.0% |
| 1Y | -4.3% | -53.1% | +48.8% | -4.3% |
| 3Y | +25.9% | +318.7% | -292.7% | +25.6% |
| 5Y | +5.8% | +48.5% | -42.7% | +5.6% |
| 10Y | +262.5% | -99.6% | +362.2% | +262.3% |
| All | +1,118.8% | -100.0% | +1,218.8% | +1,171.7% |
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