+275.0%
HIG vs RCAT
-100.0%
+375.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +0.4% |
| 7D | +2.6% | -5.9% | +8.5% | +2.6% |
| 30D | +4.2% | -19.7% | +23.8% | +4.2% |
| 3M | +0.2% | -62.9% | +63.1% | +0.2% |
| 6M | +4.6% | -59.6% | +64.2% | +4.6% |
| YTD | +1.1% | -52.1% | +53.2% | +1.1% |
| 1Y | +4.7% | -50.9% | +55.6% | +4.7% |
| 3Y | +95.5% | +333.8% | -238.3% | +95.4% |
| 5Y | +111.7% | +40.7% | +70.9% | +111.6% |
| 10Y | +263.4% | -99.8% | +363.2% | +269.0% |
| All | +275.0% | -100.0% | +375.0% | +317.0% |
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