+3,974.3%
HDB vs RCAT
-100.0%
+4,074.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +18.6% | -16.9% | +1.8% |
| 7D | +13.3% | -12.7% | +26.1% | +13.4% |
| 30D | +13.6% | -34.3% | +47.9% | +13.6% |
| 3M | +5.8% | -53.4% | +59.2% | +5.9% |
| 6M | -1.9% | -62.0% | +60.0% | -1.8% |
| YTD | -31.2% | -49.1% | +17.9% | -31.2% |
| 1Y | -29.6% | -53.1% | +23.6% | -29.5% |
| 3Y | -10.1% | +318.7% | -328.7% | -10.5% |
| 5Y | -24.3% | +48.5% | -72.9% | -24.6% |
| 10Y | +59.3% | -99.6% | +158.9% | +58.9% |
| All | +3,974.3% | -100.0% | +4,074.3% | +3,861.8% |
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 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