+113.2%
HPE vs RCAT
-52.7%
+165.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.3% | +1.8% |
| 7D | -9.7% | -5.6% | -4.1% | -9.2% |
| 30D | -34.8% | -27.0% | -7.7% | -32.1% |
| 3M | -12.1% | -57.9% | +45.8% | -2.5% |
| 6M | +53.7% | -59.4% | +113.1% | +69.1% |
| YTD | +101.9% | -46.9% | +148.8% | +106.3% |
| All | +113.2% | -52.7% | +165.9% | +119.4% |
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 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