-10.4%
RKT vs HLT
+46.7%
-57.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.5% | +5.2% | +5.9% |
| 7D | +29.7% | +7.7% | +22.0% | +22.7% |
| 30D | +28.5% | +19.1% | +9.4% | +12.0% |
| 3M | +6.4% | +20.7% | -14.3% | -8.9% |
| 6M | +7.1% | +21.0% | -13.9% | -9.6% |
| YTD | -22.5% | +31.3% | -53.7% | -39.1% |
| 1Y | -10.4% | +45.9% | -56.3% | -40.2% |
| All | -10.4% | +46.7% | -57.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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