-11.4%
RKT vs HLT
+142.1%
-153.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.3% | -1.6% | -4.7% | -5.4% |
| 30D | -6.2% | -5.0% | -1.2% | -3.3% |
| 3M | -1.9% | -10.4% | +8.5% | +4.4% |
| 6M | -13.0% | +3.2% | -16.2% | -14.5% |
| YTD | -31.9% | +6.7% | -38.7% | -34.4% |
| 1Y | -37.6% | +10.3% | -47.8% | -41.0% |
| 3Y | +36.8% | +99.3% | -62.5% | -10.5% |
| All | -11.4% | +142.1% | -153.5% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling