+277.5%
HIG vs RCAT
-100.0%
+377.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | -3.2% | -3.3% | +0.1% | -3.2% |
| 3M | +9.1% | -43.2% | +52.4% | +9.2% |
| 6M | -1.8% | -43.2% | +41.4% | -1.8% |
| YTD | +1.8% | +5.5% | -3.8% | +1.8% |
| 1Y | +4.6% | -1.6% | +6.2% | +4.5% |
| 3Y | +101.6% | +773.7% | -672.1% | +101.6% |
| 5Y | +124.5% | +187.6% | -63.1% | +124.4% |
| 10Y | +317.8% | -98.5% | +416.3% | +325.1% |
| All | +277.5% | -100.0% | +377.5% | +319.7% |
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