+25.0%
HL vs RCAT
-59.1%
+84.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -10.3% | +23.5% | +15.5% |
| 7D | +0.2% | -18.5% | +18.7% | +4.6% |
| 30D | -12.1% | -37.0% | +24.8% | -2.9% |
| 3M | -2.8% | -54.9% | +52.0% | +14.8% |
| 6M | -14.9% | -63.6% | +48.7% | +3.6% |
| YTD | -22.0% | -49.6% | +27.5% | -10.3% |
| 1Y | +25.0% | -57.8% | +82.8% | +50.5% |
| All | +25.0% | -59.1% | +84.2% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling