+1.7%
RKT vs HWM
+522.4%
-520.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.8% |
| 7D | +17.7% | +3.4% | +14.3% | +16.0% |
| 30D | +31.6% | -7.5% | +39.2% | +34.2% |
| 3M | +13.9% | -28.9% | +42.8% | +26.9% |
| 6M | +2.8% | -19.6% | +22.4% | +8.8% |
| YTD | -22.2% | +0.6% | -22.8% | -24.2% |
| 1Y | -3.5% | +0.3% | -3.8% | -5.9% |
| 3Y | +95.3% | +326.1% | -230.9% | -12.9% |
| All | +1.7% | +522.4% | -520.7% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling