+9.1%
HD vs RGTI
+53.1%
-44.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -13.1% | -16.2% | +3.1% | -12.7% |
| 3M | -3.4% | -22.0% | +18.6% | -3.0% |
| 6M | -12.6% | -10.8% | -1.8% | -12.9% |
| YTD | -9.2% | -31.6% | +22.3% | -9.1% |
| 1Y | -23.9% | -6.4% | -17.6% | -25.3% |
| 3Y | +0.4% | +665.7% | -665.2% | -16.2% |
| 5Y | +4.5% | +55.6% | -51.1% | -8.2% |
| All | +9.1% | +53.1% | -44.1% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling