-100.0%
RCAT vs HRB
+441.8%
-541.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.5% | -6.4% |
| 7D | -5.6% | -4.0% | -1.6% | -5.5% |
| 30D | -27.0% | +15.8% | -42.8% | -27.9% |
| 3M | -57.9% | +12.0% | -69.9% | -58.4% |
| 6M | -59.4% | +40.7% | -100.2% | -60.6% |
| YTD | -46.9% | +21.0% | -67.9% | -48.1% |
| 1Y | -54.0% | +11.7% | -65.7% | -54.8% |
| 3Y | +378.4% | +25.0% | +353.5% | +367.0% |
| 5Y | +61.9% | +141.0% | -79.1% | +52.1% |
| 10Y | -99.6% | +241.3% | -340.9% | -99.6% |
| All | -100.0% | +441.8% | -541.8% | -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