+397.4%
HST vs RCAT
-100.0%
+497.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | -1.0% | -1.4% | +0.4% | -1.0% |
| 30D | -12.3% | -3.3% | -8.9% | -12.3% |
| 3M | -6.4% | -43.2% | +36.9% | -6.3% |
| 6M | +15.0% | -43.2% | +58.2% | +15.1% |
| YTD | +30.5% | +5.5% | +25.0% | +30.4% |
| 1Y | +35.7% | -1.6% | +37.3% | +35.5% |
| 3Y | +68.4% | +773.7% | -705.3% | +67.1% |
| 5Y | +73.1% | +187.6% | -114.5% | +71.9% |
| 10Y | +92.7% | -98.5% | +191.2% | +88.1% |
| All | +397.4% | -100.0% | +497.4% | +410.0% |
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