+1,516.2%
HWM vs RCAT
-99.6%
+1,615.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.3% |
| 7D | -1.8% | -5.6% | +3.8% | -1.7% |
| 30D | -2.7% | -27.0% | +24.3% | -2.5% |
| 3M | -22.7% | -57.9% | +35.2% | -22.4% |
| 6M | -18.9% | -59.4% | +40.5% | -18.6% |
| YTD | +7.1% | -46.9% | +54.0% | +7.2% |
| 1Y | +4.7% | -54.0% | +58.7% | +4.9% |
| 3Y | +345.6% | +378.4% | -32.8% | +340.2% |
| 5Y | +588.3% | +61.9% | +526.3% | +581.3% |
| 10Y | +1,516.2% | -99.6% | +1,615.8% | +1,512.8% |
| All | +1,516.2% | -99.6% | +1,615.8% | +1,512.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling