+199.8%
RCAT vs HRB
+112.6%
+87.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.5% | +10.3% | +5.0% |
| 7D | +5.4% | -9.1% | +14.5% | +7.1% |
| 30D | -5.6% | +0.3% | -5.8% | -6.0% |
| 3M | -30.2% | +23.4% | -53.6% | -34.1% |
| 6M | -43.4% | +45.1% | -88.5% | -49.3% |
| YTD | +9.6% | +8.9% | +0.8% | +6.5% |
| 1Y | -2.0% | -7.9% | +5.9% | 0.0% |
| 3Y | +825.0% | +27.9% | +797.1% | +734.0% |
| 5Y | +199.8% | +108.3% | +91.5% | +120.2% |
| All | +199.8% | +112.6% | +87.2% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling