+21.5%
HON vs RCAT
+796.4%
-774.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.7% |
| 7D | -0.8% | +5.4% | -6.2% | -1.0% |
| 30D | -15.2% | -5.6% | -9.6% | -15.1% |
| 3M | -6.0% | -30.2% | +24.2% | -5.4% |
| 6M | -14.9% | -43.4% | +28.5% | -14.3% |
| YTD | +3.2% | +9.6% | -6.5% | +2.2% |
| 1Y | 0.0% | -2.0% | +2.0% | -1.1% |
| 3Y | +21.5% | +825.0% | -803.5% | +22.5% |
| All | +21.5% | +796.4% | -774.9% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling