+630.8%
HLT vs RCAT
-99.9%
+730.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.0% | -2.2% |
| 7D | -2.4% | +5.4% | -7.8% | -2.4% |
| 30D | -4.1% | -5.6% | +1.5% | -4.1% |
| 3M | -10.6% | -30.2% | +19.6% | -10.4% |
| 6M | +2.0% | -43.4% | +45.4% | +2.2% |
| YTD | +6.1% | +9.6% | -3.5% | +5.8% |
| 1Y | +9.8% | -2.0% | +11.8% | +9.4% |
| 3Y | +99.0% | +825.0% | -726.0% | +94.8% |
| 5Y | +151.5% | +199.8% | -48.3% | +146.7% |
| 10Y | +561.1% | -98.4% | +659.5% | +514.3% |
| All | +630.8% | -99.9% | +730.7% | +572.5% |
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 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