+44.7%
HWM vs RCAT
-2.3%
+47.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | -11.0% | -3.3% | -7.6% | -10.9% |
| 3M | +4.0% | -43.2% | +47.3% | +6.3% |
| 6M | -0.2% | -43.2% | +43.0% | +1.2% |
| YTD | +26.7% | +5.5% | +21.1% | +22.3% |
| 1Y | +44.7% | -1.6% | +46.4% | +43.9% |
| All | +44.7% | -2.3% | +47.1% | +43.9% |
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