+53.5%
RGTI vs HST
+60.7%
-7.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | -0.1% |
| 7D | -2.5% | -1.0% | -1.5% | -1.8% |
| 30D | -9.4% | -12.3% | +2.8% | -0.1% |
| 3M | -37.1% | -6.4% | -30.7% | -34.5% |
| 6M | -14.4% | +15.0% | -29.4% | -24.6% |
| YTD | -31.4% | +30.5% | -61.9% | -45.4% |
| 1Y | +0.5% | +35.7% | -35.1% | -23.5% |
| 3Y | +726.1% | +68.4% | +657.7% | +450.7% |
| 5Y | +56.2% | +73.1% | -16.9% | +10.9% |
| All | +53.5% | +60.7% | -7.2% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling