-9.2%
RGTI vs HST
+35.9%
-45.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | -16.2% | -0.7% | -15.5% | -15.9% |
| 3M | -22.0% | -4.0% | -18.0% | -21.7% |
| 6M | -10.8% | +20.7% | -31.5% | -20.3% |
| YTD | -31.6% | +31.0% | -62.6% | -38.0% |
| All | -9.2% | +35.9% | -45.1% | -15.9% |
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