+37.3%
HPQ vs RCAT
+184.3%
-147.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.5% | +10.4% | +4.1% |
| 7D | +1.3% | -2.3% | +3.5% | +1.3% |
| 30D | +8.7% | -18.7% | +27.4% | +9.3% |
| 3M | +31.5% | -29.3% | +60.7% | +32.5% |
| 6M | +76.0% | -42.3% | +118.3% | +77.7% |
| YTD | +49.5% | +2.5% | +47.0% | +47.3% |
| 1Y | +17.3% | -5.7% | +22.9% | +15.5% |
| 3Y | +24.4% | +764.9% | -740.5% | +16.4% |
| 5Y | +37.3% | +182.3% | -145.0% | +30.5% |
| All | +37.3% | +184.3% | -147.0% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling