+217.2%
HPQ vs RCAT
-98.5%
+315.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.1% |
| 7D | +3.5% | -5.4% | +8.9% | +3.5% |
| 30D | +13.7% | -24.2% | +37.9% | +13.8% |
| 3M | +33.9% | -25.8% | +59.7% | +34.0% |
| 6M | +80.9% | -44.9% | +125.8% | +81.2% |
| YTD | +52.6% | +1.9% | +50.7% | +52.3% |
| 1Y | +21.2% | -5.2% | +26.4% | +21.0% |
| 3Y | +26.9% | +759.6% | -732.7% | +25.2% |
| 5Y | +41.1% | +187.5% | -146.4% | +39.4% |
| All | +217.2% | -98.5% | +315.7% | +195.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling