+35.8%
HD vs RKT
-8.7%
+44.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -1.2% | +6.0% | -7.2% | -2.0% |
| 30D | -11.1% | +0.7% | -11.8% | -11.3% |
| 3M | +2.0% | +11.8% | -9.8% | +0.2% |
| 6M | -10.5% | -7.6% | -2.8% | -10.1% |
| YTD | -6.9% | -28.7% | +21.8% | -3.8% |
| 1Y | -23.2% | -32.6% | +9.4% | -20.4% |
| 3Y | +3.1% | +42.1% | -39.0% | -5.5% |
| 5Y | +7.4% | -7.2% | +14.5% | -2.8% |
| All | +35.8% | -8.7% | +44.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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