+416.7%
HPQ vs RCAT
-100.0%
+516.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.7% |
| 7D | +3.2% | -5.9% | +9.1% | +3.2% |
| 30D | -3.6% | -19.7% | +16.1% | -3.6% |
| 3M | -5.3% | -62.9% | +57.6% | -5.2% |
| 6M | +41.1% | -59.6% | +100.7% | +41.3% |
| YTD | +36.9% | -52.1% | +88.9% | +36.9% |
| 1Y | +23.5% | -50.9% | +74.4% | +23.6% |
| 3Y | +19.6% | +333.8% | -314.2% | +19.2% |
| 5Y | +11.4% | +40.7% | -29.3% | +11.1% |
| 10Y | +160.6% | -99.8% | +260.4% | +156.8% |
| All | +416.7% | -100.0% | +516.7% | +380.0% |
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 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