+468.9%
HPQ vs RCAT
-100.0%
+568.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.2% |
| 7D | +6.9% | -1.4% | +8.4% | +6.9% |
| 30D | +14.4% | -3.3% | +17.8% | +14.4% |
| 3M | +25.6% | -43.2% | +68.8% | +25.7% |
| 6M | +75.0% | -43.2% | +118.2% | +75.1% |
| YTD | +50.7% | +5.5% | +45.1% | +50.6% |
| 1Y | +18.7% | -1.6% | +20.3% | +18.6% |
| 3Y | +21.5% | +773.7% | -752.2% | +21.0% |
| 5Y | +31.6% | +187.6% | -156.1% | +31.0% |
| 10Y | +216.1% | -98.5% | +314.5% | +210.8% |
| All | +468.9% | -100.0% | +568.9% | +427.9% |
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