+216.6%
HL vs RKT
-8.7%
+225.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | +7.1% | +6.0% | +1.1% | +6.1% |
| 30D | +21.4% | +0.7% | +20.8% | +21.4% |
| 3M | +37.4% | +11.8% | +25.6% | +34.8% |
| 6M | +0.4% | -7.6% | +8.0% | +1.1% |
| YTD | +6.7% | -28.7% | +35.4% | +11.3% |
| 1Y | +102.4% | -32.6% | +134.9% | +111.9% |
| 3Y | +417.4% | +42.1% | +375.3% | +380.1% |
| 5Y | +243.3% | -7.2% | +250.5% | +211.4% |
| All | +216.6% | -8.7% | +225.3% | +194.7% |
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