-20.1%
RKT vs HWM
+7.5%
-27.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +29.0% |
| 3M | -8.8% | -21.9% | +13.0% | -0.1% |
| 6M | -0.9% | -19.0% | +18.1% | +4.9% |
| YTD | -29.2% | +7.9% | -37.1% | -36.8% |
| 1Y | -20.1% | +9.9% | -30.0% | -29.4% |
| All | -20.1% | +7.5% | -27.6% | -29.4% |
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