-27.1%
RKT vs HIG
+274.2%
-301.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.3% | -1.5% | -4.8% | -5.9% |
| 30D | -6.2% | -0.4% | -5.8% | -6.1% |
| 3M | -1.9% | +6.7% | -8.5% | -3.8% |
| 6M | -13.0% | +2.0% | -15.0% | -13.7% |
| YTD | -31.9% | +0.3% | -32.2% | -32.3% |
| 1Y | -37.6% | +4.2% | -41.8% | -38.6% |
| 3Y | +36.8% | +102.2% | -65.4% | +13.9% |
| 5Y | -9.7% | +118.5% | -128.2% | -26.6% |
| All | -27.1% | +274.2% | -301.3% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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