+39.0%
HD vs RKT
-7.0%
+46.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.1% |
| 7D | -2.1% | +2.1% | -4.2% | -2.4% |
| 30D | -8.4% | +1.4% | -9.9% | -8.7% |
| 3M | +4.3% | +6.3% | -1.9% | +3.1% |
| 6M | -11.1% | -15.5% | +4.3% | -9.8% |
| YTD | -4.7% | -27.4% | +22.7% | -1.8% |
| 1Y | -19.8% | -26.6% | +6.8% | -17.8% |
| 3Y | +4.1% | +41.2% | -37.1% | -4.5% |
| 5Y | +10.3% | -6.4% | +16.7% | -0.4% |
| All | +39.0% | -7.0% | +46.1% | +23.7% |
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