+408.2%
HPQ vs RCAT
-100.0%
+508.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.3% |
| 7D | -1.9% | +15.6% | -17.5% | -1.9% |
| 30D | -5.7% | -24.1% | +18.4% | -5.7% |
| 3M | -0.4% | -61.9% | +61.5% | -0.3% |
| 6M | +40.0% | -64.3% | +104.3% | +40.2% |
| YTD | +34.6% | -50.4% | +85.0% | +34.7% |
| 1Y | +20.4% | -54.0% | +74.4% | +20.4% |
| 3Y | +18.3% | +347.2% | -328.8% | +17.9% |
| 5Y | +9.6% | +45.7% | -36.2% | +9.3% |
| 10Y | +156.3% | -99.7% | +256.1% | +152.6% |
| All | +408.2% | -100.0% | +508.2% | +372.1% |
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 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