+119.8%
HIG vs RCAT
+184.3%
-64.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.7% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | -2.8% | -18.7% | +15.9% | -2.6% |
| 3M | +6.3% | -29.3% | +35.6% | +6.7% |
| 6M | -0.1% | -42.3% | +42.2% | +0.3% |
| YTD | +0.4% | +2.5% | -2.1% | -0.7% |
| 1Y | +6.2% | -5.7% | +11.9% | +4.8% |
| 3Y | +101.6% | +764.9% | -663.3% | +87.5% |
| 5Y | +119.8% | +182.3% | -62.4% | +106.5% |
| All | +119.8% | +184.3% | -64.4% | +106.5% |
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 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