-24.1%
RKT vs HST
+202.7%
-226.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -9.0% | +3.6% | -12.5% | -10.5% |
| 30D | +30.2% | +11.2% | +19.0% | +23.8% |
| 3M | -8.8% | +13.1% | -21.9% | -14.0% |
| 6M | -0.9% | +23.9% | -24.9% | -10.5% |
| YTD | -29.2% | +52.3% | -81.5% | -41.3% |
| 1Y | -20.1% | +56.7% | -76.7% | -34.5% |
| 3Y | +81.3% | +87.5% | -6.2% | +38.9% |
| 5Y | -6.6% | +82.8% | -89.4% | -27.5% |
| All | -24.1% | +202.7% | -226.9% | -47.8% |
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