+608.0%
HWM vs RCAT
+57.4%
+550.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | 0.0% |
| 7D | +11.1% | +15.6% | -4.4% | +10.4% |
| 30D | +3.0% | -24.1% | +27.1% | +3.9% |
| 3M | -20.7% | -61.9% | +41.1% | -18.0% |
| 6M | -17.2% | -64.3% | +47.1% | -14.7% |
| YTD | +9.1% | -50.4% | +59.4% | +10.1% |
| 1Y | +9.0% | -54.0% | +63.1% | +10.1% |
| 3Y | +353.8% | +347.2% | +6.7% | +329.0% |
| 5Y | +608.0% | +45.7% | +562.3% | +585.1% |
| All | +608.0% | +57.4% | +550.6% | +585.1% |
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