-11.4%
RKT vs HIG
+116.1%
-127.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -6.3% | -1.5% | -4.8% | -5.7% |
| 30D | -6.2% | -0.4% | -5.8% | -6.1% |
| 3M | -1.9% | +6.7% | -8.5% | -4.9% |
| 6M | -13.0% | +2.0% | -15.0% | -14.2% |
| YTD | -31.9% | +0.3% | -32.2% | -32.6% |
| 1Y | -37.6% | +4.2% | -41.8% | -39.2% |
| 3Y | +36.8% | +102.2% | -65.4% | -4.5% |
| All | -11.4% | +116.1% | -127.5% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling