-68.1%
RGTI vs HWM
+5.4%
-73.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +2.8% |
| 7D | -9.6% | +9.4% | -19.0% | -13.1% |
| 30D | -26.0% | -7.0% | -19.0% | -23.4% |
| 3M | -35.8% | -25.9% | -9.9% | -25.4% |
| 6M | -36.7% | -10.8% | -25.8% | -36.5% |
| YTD | -49.4% | +4.3% | -53.7% | -63.6% |
| 1Y | -68.1% | +4.4% | -72.5% | -76.0% |
| All | -68.1% | +5.4% | -73.5% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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