-20.1%
RKT vs HAL
+139.4%
-159.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.4% | -0.3% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +32.8% | +1.0% | +31.8% | +32.5% |
| 3M | +0.8% | -2.1% | +3.0% | +0.8% |
| 6M | -2.6% | -17.5% | +14.8% | -1.3% |
| YTD | -25.4% | +18.1% | -43.5% | -27.6% |
| 1Y | -19.1% | +19.7% | -38.8% | -21.7% |
| 3Y | +83.2% | -7.9% | +91.1% | +81.1% |
| 5Y | +0.8% | +53.1% | -52.2% | -3.9% |
| All | -20.1% | +139.4% | -159.5% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling