-68.1%
RGTI vs HST
+76.4%
-144.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | -9.6% | +3.3% | -12.9% | -10.8% |
| 30D | -26.0% | +16.4% | -42.4% | -30.4% |
| 3M | -35.8% | +5.5% | -41.2% | -37.7% |
| 6M | -36.7% | +31.1% | -67.8% | -44.8% |
| YTD | -49.4% | +55.9% | -105.3% | -56.2% |
| 1Y | -68.1% | +75.6% | -143.7% | -72.5% |
| All | -68.1% | +76.4% | -144.5% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling