+18.6%
HYG vs RCAT
+177.7%
-159.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -0.7% | -5.4% | +4.6% | -0.7% |
| 30D | -0.6% | -24.2% | +23.6% | -0.3% |
| 3M | +0.4% | -25.8% | +26.3% | +0.6% |
| 6M | +1.2% | -44.9% | +46.1% | +1.5% |
| YTD | +1.5% | +1.9% | -0.4% | +1.0% |
| 1Y | +3.2% | -5.2% | +8.3% | +2.6% |
| 3Y | +25.9% | +759.6% | -733.7% | +21.6% |
| 5Y | +18.6% | +187.5% | -169.0% | +15.0% |
| All | +18.6% | +177.7% | -159.1% | +15.0% |
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 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