-5.5%
HSY vs RCAT
-7.9%
+2.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.7% |
| 7D | -3.0% | -2.3% | -0.7% | -3.0% |
| 30D | -5.0% | -18.7% | +13.7% | -5.2% |
| 3M | -1.3% | -29.3% | +28.0% | -1.4% |
| 6M | -21.5% | -42.3% | +20.8% | -21.5% |
| YTD | -3.3% | +2.5% | -5.8% | -4.4% |
| 1Y | -5.5% | -5.7% | +0.2% | -7.1% |
| All | -5.5% | -7.9% | +2.4% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling