-25.8%
HD vs RGTI
-6.1%
-19.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.1% |
| 3M | -3.4% | -22.0% | +18.6% | -3.5% |
| 6M | -12.6% | -10.8% | -1.8% | -12.9% |
| YTD | -9.2% | -31.6% | +22.3% | -10.3% |
| All | -25.8% | -6.1% | -19.6% | -28.2% |
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