+59.7%
RGTI vs HST
+60.8%
-1.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | +5.5% | +2.0% | +3.5% | +3.8% |
| 30D | -11.9% | -5.2% | -6.6% | -8.2% |
| 3M | -27.4% | -6.2% | -21.1% | -24.4% |
| 6M | -7.1% | +20.4% | -27.5% | -21.0% |
| YTD | -28.6% | +30.6% | -59.3% | -43.2% |
| 1Y | +4.4% | +37.4% | -33.0% | -21.4% |
| 3Y | +698.5% | +66.1% | +632.4% | +436.3% |
| 5Y | +64.2% | +73.7% | -9.5% | +16.5% |
| All | +59.7% | +60.8% | -1.2% | +13.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling