+30.7%
HD vs RGTI
+885.7%
-854.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.3% |
| 7D | +1.5% | -18.1% | +19.6% | +2.0% |
| 30D | +18.0% | -17.6% | +35.6% | +18.4% |
| 3M | +2.8% | -48.3% | +51.1% | +4.2% |
| 6M | +17.0% | -47.8% | +64.7% | +18.0% |
| YTD | +3.5% | -56.6% | +60.1% | +4.5% |
| 1Y | -2.6% | -61.8% | +59.2% | -1.5% |
| 3Y | +30.7% | +807.5% | -776.8% | +5.7% |
| All | +30.7% | +885.7% | -854.9% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling