+81.3%
RKT vs HIG
+95.3%
-13.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.0% |
| 7D | -7.5% | -0.1% | -7.4% | -7.5% |
| 30D | +26.6% | +4.4% | +22.2% | +25.1% |
| 3M | -2.4% | 0.0% | -2.5% | -2.6% |
| 6M | -7.4% | +3.8% | -11.2% | -8.8% |
| YTD | -29.2% | +0.7% | -29.9% | -29.7% |
| 1Y | -23.5% | +5.0% | -28.6% | -25.2% |
| All | +81.3% | +95.3% | -13.9% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling