+460.3%
HST vs RCAT
-100.0%
+560.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.6% | -18.7% | -0.1% |
| 7D | -2.7% | -12.7% | +10.1% | -2.7% |
| 30D | +10.7% | -34.3% | +45.0% | +10.8% |
| 3M | +6.3% | -53.4% | +59.7% | +6.4% |
| 6M | +19.0% | -62.0% | +80.9% | +19.2% |
| YTD | +47.0% | -49.1% | +96.1% | +47.1% |
| 1Y | +53.4% | -53.1% | +106.6% | +53.5% |
| 3Y | +78.0% | +318.7% | -240.7% | +76.9% |
| 5Y | +71.7% | +48.5% | +23.2% | +70.8% |
| 10Y | +146.2% | -99.6% | +245.8% | +140.7% |
| All | +460.3% | -100.0% | +560.3% | +475.5% |
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