-14.0%
HL vs RCAT
-54.8%
+40.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.3% | +2.8% | -3.5% |
| 7D | -7.6% | +15.6% | -23.2% | -10.9% |
| 30D | -17.5% | -24.1% | +6.6% | -12.6% |
| 3M | -26.2% | -61.9% | +35.6% | -8.8% |
| 6M | -35.1% | -64.3% | +29.3% | -20.3% |
| YTD | -30.4% | -50.4% | +20.0% | -22.3% |
| 1Y | -14.0% | -54.0% | +40.1% | -2.6% |
| All | -14.0% | -54.8% | +40.8% | -2.6% |
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