-23.6%
RKT vs HST
+159.7%
-183.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +6.0% | +2.0% | +4.0% | +5.0% |
| 30D | +0.7% | -5.2% | +5.9% | +3.1% |
| 3M | +11.8% | -6.2% | +18.1% | +15.1% |
| 6M | -7.6% | +20.4% | -28.1% | -14.8% |
| YTD | -28.7% | +30.6% | -59.3% | -36.4% |
| 1Y | -32.6% | +37.4% | -69.9% | -41.2% |
| 3Y | +42.1% | +66.1% | -24.0% | +15.7% |
| 5Y | -7.2% | +73.7% | -80.9% | -23.1% |
| All | -23.6% | +159.7% | -183.3% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling