+557.5%
RKLB vs HST
+116.6%
+440.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.5% |
| 7D | +39.3% | +3.6% | +35.7% | +36.3% |
| 30D | -0.2% | +9.9% | -10.1% | -6.0% |
| 3M | -21.1% | +12.9% | -34.0% | -27.0% |
| 6M | -45.5% | +22.9% | -68.4% | -53.1% |
| YTD | -8.2% | +52.4% | -60.6% | -31.5% |
| 1Y | +28.2% | +52.5% | -24.3% | -4.5% |
| 3Y | +1,366.1% | +87.4% | +1,278.7% | +846.4% |
| 5Y | +345.9% | +82.9% | +262.9% | +201.6% |
| All | +557.5% | +116.6% | +440.9% | +344.8% |
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