+343.8%
HPE vs RCAT
+192.8%
+151.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.9% | +3.9% | +7.5% |
| 7D | +10.1% | +5.4% | +4.7% | +9.8% |
| 30D | +5.3% | -5.6% | +10.9% | +5.6% |
| 3M | +12.7% | -30.2% | +42.9% | +14.5% |
| 6M | +167.7% | -43.4% | +211.1% | +173.0% |
| YTD | +135.5% | +9.6% | +125.8% | +130.5% |
| 1Y | +143.4% | -2.0% | +145.4% | +138.0% |
| 3Y | +249.2% | +825.0% | -575.8% | +212.8% |
| 5Y | +343.8% | +199.8% | +144.0% | +303.9% |
| All | +343.8% | +192.8% | +151.1% | +303.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling