-28.4%
HDB vs RCAT
-53.5%
+25.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.4% | -8.7% | +2.7% |
| 7D | +13.7% | +1.1% | +12.6% | +13.6% |
| 30D | +15.8% | -22.0% | +37.9% | +15.7% |
| 3M | +9.2% | -51.1% | +60.4% | +9.0% |
| 6M | +3.2% | -56.6% | +59.8% | +3.1% |
| YTD | -29.4% | -43.3% | +13.9% | -28.7% |
| All | -28.4% | -53.5% | +25.0% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling