+63.6%
HDB vs RCAT
-99.6%
+163.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +0.7% |
| 7D | +12.7% | -5.6% | +18.3% | +12.7% |
| 30D | +16.6% | -27.0% | +43.6% | +16.8% |
| 3M | +10.8% | -57.9% | +68.7% | +11.3% |
| 6M | +3.8% | -59.4% | +63.2% | +4.2% |
| YTD | -28.9% | -46.9% | +18.0% | -28.8% |
| 1Y | -28.0% | -54.0% | +26.1% | -27.9% |
| 3Y | -7.2% | +378.4% | -385.6% | -8.9% |
| 5Y | -22.2% | +61.9% | -84.2% | -23.5% |
| 10Y | +63.6% | -99.6% | +163.2% | +61.5% |
| All | +63.6% | -99.6% | +163.2% | +61.5% |
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 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