-27.0%
RKT vs HBM
+656.7%
-683.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.5% | +5.7% | -0.2% |
| 7D | -7.2% | -3.7% | -3.5% | -6.6% |
| 30D | -7.9% | -3.7% | -4.2% | -7.4% |
| 3M | +5.2% | +8.0% | -2.8% | +2.2% |
| 6M | -14.9% | +15.8% | -30.7% | -19.0% |
| YTD | -31.9% | +34.4% | -66.2% | -36.9% |
| 1Y | -36.9% | +98.2% | -135.0% | -46.1% |
| 3Y | +35.7% | +476.6% | -440.9% | -8.1% |
| 5Y | -9.7% | +331.1% | -340.8% | -37.4% |
| All | -27.0% | +656.7% | -683.7% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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