-23.6%
RKT vs HIG
+272.3%
-295.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | +0.7% | -4.9% | +5.6% | +1.9% |
| 3M | +11.8% | +6.8% | +5.0% | +9.6% |
| 6M | -7.6% | -1.7% | -5.9% | -7.5% |
| YTD | -28.7% | -0.2% | -28.4% | -29.0% |
| 1Y | -32.6% | +5.7% | -38.3% | -33.9% |
| 3Y | +42.1% | +100.3% | -58.2% | +18.6% |
| 5Y | -7.2% | +118.5% | -125.6% | -24.4% |
| All | -23.6% | +272.3% | -295.8% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling