+3,656.7%
HDB vs RCAT
-100.0%
+3,756.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | -2.8% | -3.3% | +0.5% | -2.8% |
| 3M | -3.5% | -43.2% | +39.7% | -3.5% |
| 6M | -24.7% | -43.2% | +18.5% | -24.7% |
| YTD | -36.6% | +5.5% | -42.1% | -36.6% |
| 1Y | -34.4% | -1.6% | -32.7% | -34.4% |
| 3Y | -24.4% | +773.7% | -798.1% | -24.8% |
| 5Y | -35.4% | +187.6% | -223.0% | -35.6% |
| 10Y | +39.5% | -98.5% | +138.0% | +39.1% |
| All | +3,656.7% | -100.0% | +3,756.7% | +3,549.8% |
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