-26.6%
RKT vs HLT
+13.1%
-39.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.4% |
| 7D | +2.1% | -3.3% | +5.4% | +4.6% |
| 30D | +1.4% | -4.1% | +5.5% | +4.4% |
| 3M | +6.3% | -7.9% | +14.2% | +12.9% |
| 6M | -15.5% | +2.2% | -17.6% | -17.3% |
| YTD | -27.4% | +8.5% | -35.9% | -31.1% |
| 1Y | -26.6% | +12.1% | -38.7% | -35.0% |
| All | -26.6% | +13.1% | -39.7% | -35.0% |
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