+54.2%
RGTI vs HLT
+151.5%
-97.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | -1.6% | +2.1% | +1.5% |
| 30D | -17.1% | -5.0% | -12.1% | -14.3% |
| 3M | -26.0% | -10.4% | -15.6% | -20.3% |
| 6M | -9.9% | +3.2% | -13.1% | -12.8% |
| YTD | -31.1% | +6.7% | -37.8% | -35.5% |
| 1Y | -8.5% | +10.3% | -18.8% | -17.6% |
| 3Y | +652.2% | +99.3% | +552.9% | +353.2% |
| 5Y | +56.8% | +143.7% | -86.9% | -12.0% |
| All | +54.2% | +151.5% | -97.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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