+646.8%
RGTI vs HWM
+379.8%
+267.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.8% |
| 7D | -0.1% | -12.5% | +12.4% | +8.0% |
| 30D | -16.2% | -19.0% | +2.8% | -4.8% |
| 3M | -22.0% | -8.6% | -13.4% | -18.7% |
| 6M | -10.8% | -10.2% | -0.6% | -7.4% |
| YTD | -31.6% | +11.3% | -42.9% | -40.3% |
| 1Y | -6.4% | +24.3% | -30.6% | -23.6% |
| All | +646.8% | +379.8% | +267.0% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling