-25.7%
RKT vs HAL
+170.0%
-195.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -2.8% |
| 7D | -1.0% | -1.3% | +0.4% | -0.8% |
| 30D | -2.4% | +10.9% | -13.3% | -3.3% |
| 3M | +1.9% | -5.8% | +7.7% | +2.4% |
| 6M | -13.9% | +8.1% | -22.0% | -15.1% |
| YTD | -30.6% | +33.2% | -63.8% | -33.3% |
| 1Y | -34.4% | +74.2% | -108.5% | -38.9% |
| 3Y | +38.2% | -3.7% | +41.9% | +36.4% |
| 5Y | -9.7% | +111.9% | -121.5% | -14.3% |
| All | -25.7% | +170.0% | -195.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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