+81.3%
RKT vs HST
+87.2%
-5.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -9.0% | +3.6% | -12.5% | -11.3% |
| 30D | +30.2% | +11.2% | +19.0% | +20.3% |
| 3M | -8.8% | +13.1% | -21.9% | -16.8% |
| 6M | -0.9% | +23.9% | -24.9% | -15.8% |
| YTD | -29.2% | +52.3% | -81.5% | -47.5% |
| 1Y | -20.1% | +56.7% | -76.7% | -41.8% |
| 3Y | +81.3% | +87.5% | -6.2% | +6.4% |
| All | +81.3% | +87.2% | -5.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling