+535.9%
RKLB vs HYG
+25.0%
+510.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | +0.1% |
| 7D | -2.9% | -0.7% | -2.2% | +0.1% |
| 30D | -22.6% | -0.6% | -22.0% | -20.8% |
| 3M | -41.0% | +0.4% | -41.4% | -41.6% |
| 6M | -10.1% | +1.2% | -11.3% | -11.7% |
| YTD | -11.2% | +1.5% | -12.7% | -13.3% |
| 1Y | +34.2% | +3.2% | +31.0% | +24.1% |
| 3Y | +899.4% | +25.9% | +873.5% | +392.5% |
| 5Y | +231.5% | +18.6% | +212.9% | +146.1% |
| All | +535.9% | +25.0% | +510.9% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling