-19.8%
HD vs RGTI
-0.2%
-19.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -2.5% | +0.5% | -2.0% |
| 30D | -8.4% | -9.4% | +1.0% | -8.4% |
| 3M | +4.3% | -37.1% | +41.4% | +4.3% |
| 6M | -11.1% | -14.4% | +3.3% | -11.6% |
| YTD | -4.7% | -31.4% | +26.7% | -5.8% |
| 1Y | -19.8% | +0.5% | -20.3% | -20.0% |
| All | -19.8% | -0.2% | -19.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling