+621.7%
HPE vs RCAT
-98.6%
+720.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.5% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | -2.3% | -3.3% | +1.1% | -2.3% |
| 3M | -2.9% | -43.2% | +40.4% | -2.5% |
| 6M | +143.6% | -43.2% | +186.7% | +144.2% |
| YTD | +118.5% | +5.5% | +113.0% | +118.0% |
| 1Y | +129.2% | -1.6% | +130.8% | +128.6% |
| 3Y | +212.5% | +773.7% | -561.2% | +207.5% |
| 5Y | +286.9% | +187.6% | +99.3% | +281.2% |
| 10Y | +432.3% | -98.5% | +530.8% | +399.2% |
| All | +621.7% | -98.6% | +720.3% | +530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling