-1.3%
HON vs RCAT
-7.9%
+6.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.4% |
| 7D | -0.6% | -2.3% | +1.7% | -0.5% |
| 30D | -15.4% | -18.7% | +3.3% | -14.8% |
| 3M | -9.1% | -29.3% | +20.1% | -8.4% |
| 6M | -17.1% | -42.3% | +25.3% | -16.3% |
| YTD | +1.5% | +2.5% | -1.0% | +0.5% |
| 1Y | -1.3% | -5.7% | +4.4% | -2.9% |
| All | -1.3% | -7.9% | +6.6% | -2.9% |
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