+53.1%
RGTI vs HST
+61.4%
-8.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.9% |
| 7D | -0.1% | +0.7% | -0.8% | -0.7% |
| 30D | -16.2% | -0.7% | -15.5% | -15.7% |
| 3M | -22.0% | -4.0% | -18.0% | -20.3% |
| 6M | -10.8% | +20.7% | -31.5% | -24.3% |
| YTD | -31.6% | +31.0% | -62.6% | -45.7% |
| 1Y | -6.4% | +36.2% | -42.6% | -29.0% |
| 3Y | +665.7% | +66.6% | +599.0% | +413.0% |
| 5Y | +55.6% | +75.8% | -20.1% | +10.2% |
| All | +53.1% | +61.4% | -8.2% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling