+48.7%
HD vs RKT
-0.4%
+49.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.1% |
| 7D | +4.3% | +17.7% | -13.3% | +1.9% |
| 30D | +20.2% | +31.6% | -11.5% | +15.4% |
| 3M | -1.0% | +13.9% | -14.9% | -3.1% |
| 6M | +7.9% | +2.8% | +5.1% | +6.6% |
| YTD | +2.0% | -22.2% | +24.2% | +3.8% |
| 1Y | -4.3% | -3.5% | -0.8% | -5.4% |
| 3Y | +25.9% | +95.3% | -69.3% | +11.2% |
| 5Y | +5.8% | -0.4% | +6.2% | -5.5% |
| All | +48.7% | -0.4% | +49.2% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling