-100.0%
RCAT vs HRB
+459.8%
-559.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -4.2% | +22.9% | +18.9% |
| 7D | -12.7% | +2.7% | -15.4% | -13.0% |
| 30D | -34.3% | +22.1% | -56.4% | -35.3% |
| 3M | -53.4% | +15.7% | -69.1% | -54.0% |
| 6M | -62.0% | +83.3% | -145.3% | -63.9% |
| YTD | -49.1% | +25.0% | -74.1% | -50.3% |
| 1Y | -53.1% | +6.9% | -60.1% | -53.7% |
| 3Y | +318.7% | +39.0% | +279.6% | +306.0% |
| 5Y | +48.5% | +146.4% | -97.9% | +39.3% |
| 10Y | -99.6% | +254.4% | -354.1% | -99.7% |
| All | -100.0% | +459.8% | -559.8% | -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