+19.7%
HPQ vs RCAT
+796.4%
-776.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -4.6% |
| 7D | -0.5% | +5.4% | -5.9% | -0.7% |
| 30D | +3.7% | -5.6% | +9.3% | +3.8% |
| 3M | +24.3% | -30.2% | +54.5% | +25.6% |
| 6M | +64.8% | -43.4% | +108.1% | +66.8% |
| YTD | +43.9% | +9.6% | +34.3% | +40.9% |
| 1Y | +11.7% | -2.0% | +13.6% | +9.5% |
| 3Y | +19.7% | +825.0% | -805.3% | +16.0% |
| All | +19.7% | +796.4% | -776.7% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling