-57.8%
RCAT vs HRB
+16.9%
-74.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +4.4% | -14.7% | -9.7% |
| 7D | -18.5% | +16.0% | -34.6% | -16.8% |
| 30D | -37.0% | +32.1% | -69.0% | -34.9% |
| 3M | -54.9% | +21.5% | -76.4% | -53.4% |
| 6M | -63.6% | +82.1% | -145.7% | -62.2% |
| YTD | -49.6% | +31.6% | -81.2% | -50.5% |
| 1Y | -57.8% | +15.9% | -73.7% | -61.0% |
| All | -57.8% | +16.9% | -74.7% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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