-16.7%
RKT vs HST
+192.3%
-209.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | +17.7% | -2.7% | +20.3% | +19.1% |
| 30D | +31.6% | +10.7% | +20.9% | +25.5% |
| 3M | +13.9% | +6.3% | +7.7% | +10.6% |
| 6M | +2.8% | +19.0% | -16.2% | -5.1% |
| YTD | -22.2% | +47.0% | -69.2% | -34.4% |
| 1Y | -3.5% | +53.4% | -57.0% | -20.0% |
| 3Y | +95.3% | +78.0% | +17.3% | +53.0% |
| 5Y | -0.4% | +71.7% | -72.1% | -21.1% |
| All | -16.7% | +192.3% | -209.0% | -41.7% |
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