-25.7%
RKT vs HLT
+292.5%
-318.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.2% |
| 7D | -1.0% | -1.5% | +0.5% | -0.2% |
| 30D | -2.4% | -1.2% | -1.2% | -1.8% |
| 3M | +1.9% | -10.3% | +12.2% | +7.7% |
| 6M | -13.9% | +1.3% | -15.1% | -14.3% |
| YTD | -30.6% | +7.0% | -37.7% | -32.9% |
| 1Y | -34.4% | +11.9% | -46.2% | -38.0% |
| 3Y | +38.2% | +100.7% | -62.5% | -3.7% |
| 5Y | -9.7% | +147.5% | -157.2% | -42.9% |
| All | -25.7% | +292.5% | -318.2% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling