+1,321.8%
HON vs RCAT
-100.0%
+1,421.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.3% | +6.4% | -1.8% |
| 7D | +3.6% | +15.6% | -12.0% | +3.5% |
| 30D | +7.8% | -24.1% | +31.9% | +7.8% |
| 3M | -4.8% | -61.9% | +57.1% | -4.7% |
| 6M | -1.7% | -64.3% | +62.6% | -1.6% |
| YTD | +10.7% | -50.4% | +61.1% | +10.7% |
| 1Y | +7.8% | -54.0% | +61.8% | +7.8% |
| 3Y | +28.1% | +347.2% | -319.1% | +27.6% |
| 5Y | +12.2% | +45.7% | -33.6% | +11.8% |
| 10Y | +155.7% | -99.7% | +255.5% | +153.7% |
| All | +1,321.8% | -100.0% | +1,421.8% | +1,394.4% |
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