+66.7%
HDB vs RCAT
-99.8%
+166.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.5% |
| 7D | +2.7% | -5.9% | +8.7% | +2.8% |
| 30D | +14.1% | -19.7% | +33.8% | +14.2% |
| 3M | +11.8% | -62.9% | +74.7% | +12.4% |
| 6M | +8.2% | -59.6% | +67.7% | +8.6% |
| YTD | -29.3% | -52.1% | +22.8% | -29.2% |
| 1Y | -28.8% | -50.9% | +22.1% | -28.7% |
| 3Y | -7.5% | +333.8% | -341.3% | -9.2% |
| 5Y | -23.1% | +40.7% | -63.8% | -24.3% |
| All | +66.7% | -99.8% | +166.5% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling