+71.6%
HST vs RCAT
+46.9%
+24.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.6% | -18.7% | -0.8% |
| 7D | -2.7% | -12.7% | +10.1% | -2.2% |
| 30D | +10.7% | -34.3% | +45.0% | +12.5% |
| 3M | +6.3% | -53.4% | +59.7% | +9.3% |
| 6M | +19.0% | -62.0% | +80.9% | +22.5% |
| YTD | +47.0% | -49.1% | +96.1% | +47.8% |
| 1Y | +53.4% | -53.1% | +106.6% | +54.4% |
| 3Y | +78.0% | +318.7% | -240.7% | +52.5% |
| All | +71.6% | +46.9% | +24.7% | +53.7% |
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