+2.5%
RKT vs HDB
-23.0%
+25.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.4% |
| 7D | +10.3% | +13.7% | -3.4% | +3.8% |
| 30D | +32.3% | +15.8% | +16.5% | +23.4% |
| 3M | +10.7% | +9.2% | +1.5% | +5.8% |
| 6M | -3.2% | +3.2% | -6.3% | -5.0% |
| YTD | -21.5% | -29.4% | +7.8% | -9.4% |
| 1Y | -6.0% | -27.9% | +21.9% | +7.4% |
| 3Y | +104.2% | -5.9% | +110.1% | +96.7% |
| 5Y | +2.5% | -23.5% | +26.0% | +2.7% |
| All | +2.5% | -23.0% | +25.4% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 5y: compounded portfolio wealth divided by compounded HDB 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…
5y analysis · Full analysis span regression · 6 months rolling