+559.5%
RKLB vs HST
+85.5%
+474.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -0.2% | -1.0% | +0.8% | +0.5% |
| 30D | -14.1% | -12.3% | -1.9% | -6.6% |
| 3M | -46.4% | -6.4% | -40.1% | -44.8% |
| 6M | -10.6% | +15.0% | -25.6% | -19.7% |
| YTD | -7.9% | +30.5% | -38.4% | -24.1% |
| 1Y | +49.5% | +35.7% | +13.8% | +18.7% |
| 3Y | +913.6% | +68.4% | +845.2% | +602.4% |
| 5Y | +375.3% | +73.1% | +302.2% | +257.1% |
| All | +559.5% | +85.5% | +474.0% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling