+2,043.6%
HL vs RCAT
-100.0%
+2,143.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -1.1% |
| 7D | +7.1% | +5.4% | +1.7% | +7.0% |
| 30D | +21.4% | -5.6% | +27.0% | +21.5% |
| 3M | +37.4% | -30.2% | +67.7% | +37.6% |
| 6M | +0.4% | -43.4% | +43.8% | +0.5% |
| YTD | +6.7% | +9.6% | -3.0% | +6.6% |
| 1Y | +102.4% | -2.0% | +104.3% | +102.2% |
| 3Y | +417.4% | +825.0% | -407.6% | +412.7% |
| 5Y | +243.3% | +199.8% | +43.5% | +240.5% |
| 10Y | +242.6% | -98.4% | +340.9% | +230.6% |
| All | +2,043.6% | -100.0% | +2,143.6% | +1,149.4% |
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