+599.2%
HPE vs RCAT
-99.3%
+698.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.8% |
| 7D | +0.3% | +7.2% | -6.9% | +0.3% |
| 30D | -28.6% | -20.4% | -8.1% | -28.4% |
| 3M | -7.4% | -59.8% | +52.4% | -6.7% |
| 6M | +63.7% | -61.9% | +125.5% | +64.7% |
| YTD | +111.7% | -45.9% | +157.6% | +112.3% |
| 1Y | +123.5% | -50.5% | +174.0% | +124.1% |
| 3Y | +238.7% | +387.5% | -148.8% | +234.8% |
| 5Y | +261.0% | +70.9% | +190.1% | +257.5% |
| 10Y | +390.2% | -99.7% | +489.9% | +371.5% |
| All | +599.2% | -99.3% | +698.5% | +513.8% |
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