+1,298.7%
HL vs RCAT
-100.0%
+1,398.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.3% | +2.8% | -5.4% |
| 7D | -7.6% | +15.6% | -23.2% | -7.7% |
| 30D | -17.5% | -24.1% | +6.6% | -17.4% |
| 3M | -26.2% | -61.9% | +35.6% | -26.0% |
| 6M | -35.1% | -64.3% | +29.3% | -34.9% |
| YTD | -30.4% | -50.4% | +20.0% | -30.3% |
| 1Y | -14.0% | -54.0% | +40.1% | -13.8% |
| 3Y | +256.3% | +347.2% | -90.8% | +253.9% |
| 5Y | +112.5% | +45.7% | +66.8% | +111.3% |
| 10Y | +131.3% | -99.7% | +231.0% | +124.2% |
| All | +1,298.7% | -100.0% | +1,398.7% | +717.2% |
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