+547.3%
RKLB vs HST
+85.4%
+461.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.2% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -21.2% | -2.8% | -18.4% | -19.8% |
| 3M | -41.7% | -6.5% | -35.2% | -39.8% |
| 6M | -11.8% | +20.7% | -32.5% | -23.2% |
| YTD | -9.6% | +30.5% | -40.0% | -25.5% |
| 1Y | +34.1% | +36.8% | -2.7% | +5.9% |
| 3Y | +917.3% | +65.9% | +851.4% | +611.5% |
| 5Y | +204.4% | +73.9% | +130.5% | +128.7% |
| All | +547.3% | +85.4% | +461.8% | +384.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling