-98.5%
RCAT vs HRB
+205.6%
-304.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -6.0% |
| 7D | -2.3% | -10.6% | +8.3% | +1.0% |
| 30D | -18.7% | -0.8% | -17.9% | -19.1% |
| 3M | -29.3% | +19.1% | -48.3% | -34.6% |
| 6M | -42.3% | +48.7% | -91.0% | -51.8% |
| YTD | +2.5% | +7.1% | -4.6% | -3.4% |
| 1Y | -5.7% | -8.3% | +2.6% | -6.2% |
| 3Y | +764.9% | +25.8% | +739.1% | +642.6% |
| 5Y | +182.3% | +111.1% | +71.2% | +89.5% |
| 10Y | -98.5% | +206.6% | -305.1% | -99.3% |
| All | -98.5% | +205.6% | -304.1% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling