+597.9%
HPE vs RCAT
-99.3%
+697.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | -0.1% |
| 7D | +13.6% | +15.6% | -2.0% | +13.4% |
| 30D | -27.1% | -24.1% | -3.0% | -26.9% |
| 3M | -14.5% | -61.9% | +47.4% | -13.9% |
| 6M | +66.9% | -64.3% | +131.3% | +68.1% |
| YTD | +111.3% | -50.4% | +161.7% | +112.0% |
| 1Y | +117.5% | -54.0% | +171.5% | +118.3% |
| 3Y | +238.1% | +347.2% | -109.1% | +234.4% |
| 5Y | +292.4% | +45.7% | +246.6% | +288.9% |
| 10Y | +389.3% | -99.7% | +489.1% | +370.9% |
| All | +597.9% | -99.3% | +697.3% | +513.1% |
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