+256.9%
HL vs RCAT
-98.5%
+355.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -4.4% | -4.9% | +0.5% | -4.3% |
| 30D | +9.3% | -22.9% | +32.2% | +9.5% |
| 3M | +32.0% | -33.7% | +65.7% | +32.4% |
| 6M | -6.4% | -50.7% | +44.3% | -6.0% |
| YTD | +3.1% | +0.4% | +2.8% | +3.1% |
| 1Y | +77.6% | -27.6% | +105.2% | +77.6% |
| 3Y | +392.8% | +753.2% | -360.3% | +382.8% |
| 5Y | +234.1% | +183.3% | +50.8% | +228.0% |
| All | +256.9% | -98.5% | +355.4% | +253.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling