+546.0%
RKLB vs HYG
+24.9%
+521.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | -2.0% | -0.7% | -1.3% | +0.8% |
| 30D | -22.4% | -0.7% | -21.7% | -20.2% |
| 3M | -45.2% | -0.2% | -45.0% | -44.5% |
| 6M | -12.5% | +1.4% | -14.0% | -14.7% |
| YTD | -9.8% | +1.5% | -11.2% | -11.8% |
| 1Y | +30.0% | +2.9% | +27.1% | +21.4% |
| 3Y | +942.2% | +25.6% | +916.6% | +417.2% |
| 5Y | +236.8% | +18.6% | +218.3% | +150.2% |
| All | +546.0% | +24.9% | +521.1% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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