-7.2%
RKT vs HWM
+655.8%
-662.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.7% | +8.9% | +2.0% |
| 7D | +6.0% | -9.2% | +15.2% | +9.4% |
| 30D | +0.7% | -17.9% | +18.5% | +7.4% |
| 3M | +11.8% | -6.0% | +17.9% | +13.1% |
| 6M | -7.6% | -7.4% | -0.3% | -6.2% |
| YTD | -28.7% | +13.1% | -41.8% | -32.7% |
| 1Y | -32.6% | +29.3% | -61.9% | -39.3% |
| 3Y | +42.1% | +389.9% | -347.8% | -37.3% |
| 5Y | -7.2% | +655.5% | -662.7% | -68.0% |
| All | -7.2% | +655.8% | -662.9% | -68.0% |
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