-24.1%
RKT vs HWM
+1,364.3%
-1,388.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -9.0% | +7.3% | -16.3% | -10.7% |
| 30D | +30.2% | +1.6% | +28.6% | +28.9% |
| 3M | -8.8% | -21.9% | +13.0% | -3.3% |
| 6M | -0.9% | -19.0% | +18.1% | +3.8% |
| YTD | -29.2% | +7.9% | -37.1% | -31.6% |
| 1Y | -20.1% | +9.9% | -30.0% | -23.2% |
| 3Y | +81.3% | +342.1% | -260.8% | +9.0% |
| 5Y | -6.6% | +600.8% | -607.4% | -50.7% |
| All | -24.1% | +1,364.3% | -1,388.5% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling