+56.8%
RGTI vs HWM
+638.1%
-581.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | +0.5% | -11.4% | +11.9% | +7.1% |
| 30D | -17.1% | -18.5% | +1.4% | -7.3% |
| 3M | -26.0% | -13.2% | -12.8% | -20.5% |
| 6M | -9.9% | -8.7% | -1.2% | -7.5% |
| YTD | -31.1% | +12.2% | -43.2% | -38.5% |
| 1Y | -8.5% | +24.9% | -33.4% | -22.8% |
| 3Y | +652.2% | +383.9% | +268.3% | +202.3% |
| All | +56.8% | +638.1% | -581.3% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling