+650.7%
RGTI vs HST
+65.3%
+585.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +2.5% | -0.3% | +2.8% | +2.8% |
| 30D | -13.7% | -2.8% | -10.9% | -11.4% |
| 3M | -22.6% | -6.5% | -16.1% | -18.7% |
| 6M | -13.4% | +20.7% | -34.1% | -30.6% |
| YTD | -31.2% | +30.5% | -61.6% | -49.3% |
| 1Y | -7.6% | +36.8% | -44.4% | -36.7% |
| All | +650.7% | +65.3% | +585.5% | +312.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling