-36.9%
RKT vs HIG
+7.0%
-43.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -7.2% | -2.3% | -5.0% | -7.0% |
| 30D | -7.9% | -1.2% | -6.7% | -7.8% |
| 3M | +5.2% | +6.3% | -1.1% | +3.2% |
| 6M | -14.9% | +0.6% | -15.5% | -15.2% |
| YTD | -31.9% | +0.6% | -32.5% | -31.8% |
| 1Y | -36.9% | +6.1% | -43.0% | -39.4% |
| All | -36.9% | +7.0% | -43.9% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling