+664.8%
HUBS vs RCAT
-99.8%
+764.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -4.2% |
| 7D | -6.2% | -2.3% | -4.0% | -6.2% |
| 30D | +6.6% | -18.7% | +25.3% | +6.9% |
| 3M | +16.4% | -29.3% | +45.7% | +16.8% |
| 6M | -19.7% | -42.3% | +22.6% | -19.5% |
| YTD | -42.6% | +2.5% | -45.2% | -43.0% |
| 1Y | -54.2% | -5.7% | -48.5% | -54.5% |
| 3Y | -57.1% | +764.9% | -822.0% | -59.2% |
| 5Y | -66.2% | +182.3% | -248.5% | -67.7% |
| 10Y | +328.3% | -98.5% | +426.8% | +249.1% |
| All | +664.8% | -99.8% | +764.6% | +507.0% |
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