+59.7%
RGTI vs HWM
+632.2%
-572.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.7% | +14.7% | +10.0% |
| 7D | +5.5% | -9.2% | +14.6% | +10.4% |
| 30D | -11.9% | -17.9% | +6.0% | -2.5% |
| 3M | -27.4% | -6.0% | -21.3% | -26.0% |
| 6M | -7.1% | -7.4% | +0.3% | -5.4% |
| YTD | -28.6% | +13.1% | -41.7% | -36.0% |
| 1Y | +4.4% | +29.3% | -24.9% | -12.5% |
| 3Y | +698.5% | +389.9% | +308.6% | +250.4% |
| 5Y | +64.2% | +655.5% | -591.4% | -38.7% |
| All | +59.7% | +632.2% | -572.5% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling