-35.7%
HDB vs RCAT
+183.7%
-219.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +0.4% | -1.4% | +1.8% | +0.5% |
| 30D | -2.8% | -3.3% | +0.5% | -2.8% |
| 3M | -3.5% | -43.2% | +39.7% | -2.3% |
| 6M | -24.7% | -43.2% | +18.5% | -24.1% |
| YTD | -36.6% | +5.5% | -42.1% | -37.5% |
| 1Y | -34.4% | -1.6% | -32.7% | -35.7% |
| 3Y | -24.4% | +773.7% | -798.1% | -36.7% |
| All | -35.7% | +183.7% | -219.5% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling