+248.1%
HD vs RTX
+261.8%
-13.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -0.5% | +3.4% | -3.9% | -1.6% |
| 30D | +18.5% | +8.4% | +10.1% | +15.0% |
| 3M | +2.2% | -10.7% | +12.8% | +6.1% |
| 6M | +13.8% | +11.7% | +2.1% | +8.7% |
| YTD | +3.4% | +9.3% | -5.9% | -0.9% |
| 1Y | -3.5% | +13.3% | -16.8% | -8.9% |
| 3Y | +29.0% | +156.1% | -127.1% | -13.2% |
| 5Y | +6.1% | +148.5% | -142.4% | -29.2% |
| All | +248.1% | +261.8% | -13.6% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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