+336.5%
RKLB vs HST
+72.4%
+264.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +5.3% | +2.0% | +3.3% | +3.7% |
| 30D | -20.5% | -5.2% | -15.2% | -17.1% |
| 3M | -42.0% | -6.2% | -35.8% | -40.0% |
| 6M | -6.0% | +20.4% | -26.5% | -20.4% |
| YTD | -5.6% | +30.6% | -36.2% | -25.3% |
| 1Y | +38.0% | +37.4% | +0.6% | +3.4% |
| 3Y | +962.4% | +66.1% | +896.3% | +578.2% |
| 5Y | +336.5% | +73.7% | +262.8% | +232.7% |
| All | +336.5% | +72.4% | +264.1% | +232.7% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling