+540.2%
HPE vs RCAT
-98.5%
+638.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.5% | +11.6% | +5.2% |
| 7D | +13.6% | -2.3% | +15.9% | +13.7% |
| 30D | +7.7% | -18.7% | +26.4% | +7.9% |
| 3M | +22.4% | -29.3% | +51.7% | +22.6% |
| 6M | +172.6% | -42.3% | +214.9% | +173.3% |
| YTD | +147.5% | +2.5% | +145.0% | +147.0% |
| 1Y | +151.8% | -5.7% | +157.5% | +151.2% |
| 3Y | +267.1% | +764.9% | -497.8% | +261.6% |
| 5Y | +362.8% | +182.3% | +180.5% | +356.5% |
| 10Y | +540.2% | -98.5% | +638.7% | +499.2% |
| All | +540.2% | -98.5% | +638.7% | +499.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling