-22.2%
RKT vs HST
+159.4%
-181.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +2.1% | -1.0% | +3.1% | +2.6% |
| 30D | +1.4% | -12.3% | +13.7% | +7.6% |
| 3M | +6.3% | -6.4% | +12.6% | +9.5% |
| 6M | -15.5% | +15.0% | -30.5% | -20.4% |
| YTD | -27.4% | +30.5% | -57.9% | -35.2% |
| 1Y | -26.6% | +35.7% | -62.3% | -35.7% |
| 3Y | +41.2% | +68.4% | -27.1% | +14.4% |
| 5Y | -6.4% | +73.1% | -79.5% | -22.5% |
| All | -22.2% | +159.4% | -181.7% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling