-100.0%
RCAT vs HRB
+421.3%
-521.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.7% |
| 7D | -1.4% | -5.7% | +4.3% | -1.0% |
| 30D | -3.3% | +7.9% | -11.3% | -3.9% |
| 3M | -43.2% | +32.1% | -75.3% | -44.5% |
| 6M | -43.2% | +62.2% | -105.4% | -45.5% |
| YTD | +5.5% | +16.4% | -10.9% | +3.7% |
| 1Y | -1.6% | -0.3% | -1.4% | -2.3% |
| 3Y | +773.7% | +36.0% | +737.7% | +750.2% |
| 5Y | +187.6% | +125.2% | +62.4% | +171.8% |
| 10Y | -98.5% | +237.7% | -336.1% | -98.6% |
| All | -100.0% | +421.3% | -521.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling