+63.7%
HPE vs RCAT
-58.1%
+121.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.4% |
| 7D | +0.3% | +7.2% | -6.9% | -1.6% |
| 30D | -28.6% | -20.4% | -8.1% | -25.2% |
| 3M | -7.4% | -59.8% | +52.4% | +9.5% |
| 6M | +63.7% | -61.9% | +125.5% | +88.6% |
| All | +63.7% | -58.1% | +121.7% | +88.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling