+370.3%
HPE vs RCAT
-99.8%
+470.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -3.7% |
| 7D | +7.9% | -5.9% | +13.8% | +7.9% |
| 30D | -23.5% | -19.7% | -3.8% | -23.4% |
| 3M | -19.1% | -62.9% | +43.8% | -18.5% |
| 6M | +51.4% | -59.6% | +111.0% | +52.3% |
| YTD | +103.4% | -52.1% | +155.5% | +104.2% |
| 1Y | +114.4% | -50.9% | +165.3% | +115.1% |
| 3Y | +224.7% | +333.8% | -109.1% | +222.1% |
| 5Y | +277.8% | +40.7% | +237.0% | +275.4% |
| All | +370.3% | -99.8% | +470.1% | +374.9% |
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 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