-4.6%
HD vs RGTI
-69.7%
+65.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.5% |
| 7D | +11.9% | -9.6% | +21.5% | +12.0% |
| 30D | +26.4% | -26.0% | +52.4% | +26.6% |
| 3M | +2.8% | -35.8% | +38.6% | +3.0% |
| 6M | +15.5% | -36.7% | +52.1% | +15.2% |
| YTD | +5.5% | -49.4% | +54.9% | +3.2% |
| 1Y | -4.6% | -68.1% | +63.5% | -8.4% |
| All | -4.6% | -69.7% | +65.1% | -8.4% |
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