-10.4%
RKT vs HWM
+5.4%
-15.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.3% | +13.0% | +9.9% |
| 7D | +29.7% | +9.4% | +20.3% | +25.6% |
| 30D | +28.5% | -7.0% | +35.5% | +31.4% |
| 3M | +6.4% | -25.9% | +32.2% | +19.1% |
| 6M | +7.1% | -10.8% | +18.0% | +6.2% |
| YTD | -22.5% | +4.3% | -26.8% | -30.7% |
| 1Y | -10.4% | +4.4% | -14.8% | -16.8% |
| All | -10.4% | +5.4% | -15.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling