+536.9%
HWM vs RCAT
+46.9%
+490.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +18.6% | -16.2% | +1.7% |
| 7D | +3.3% | -12.7% | +16.1% | +3.8% |
| 30D | -7.6% | -34.3% | +26.7% | -6.2% |
| 3M | -28.9% | -53.4% | +24.5% | -27.0% |
| 6M | -19.7% | -62.0% | +42.3% | -17.4% |
| YTD | +0.5% | -49.1% | +49.6% | +1.4% |
| 1Y | +0.3% | -53.1% | +53.4% | +1.2% |
| 3Y | +325.8% | +318.7% | +7.2% | +303.8% |
| All | +536.9% | +46.9% | +490.0% | +528.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling