-13.9%
RKT vs HLT
+4.5%
-18.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.4% |
| 7D | -1.0% | -1.5% | +0.5% | +0.3% |
| 30D | -2.4% | -1.2% | -1.2% | -1.7% |
| 3M | +1.9% | -10.3% | +12.2% | +13.3% |
| 6M | -13.9% | +1.3% | -15.1% | -18.4% |
| All | -13.9% | +4.5% | -18.3% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling