-53.4%
RCAT vs HRB
+16.6%
-70.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -4.2% | +22.9% | +17.3% |
| 7D | -12.7% | +2.7% | -15.4% | -12.5% |
| 30D | -34.3% | +22.1% | -56.4% | -33.5% |
| 3M | -53.4% | +15.7% | -69.1% | -52.8% |
| All | -53.4% | +16.6% | -70.0% | -52.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling