+205.0%
HD vs RTX
+275.7%
-70.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -1.2% | -3.1% | +1.9% | -0.1% |
| 30D | -11.1% | -10.6% | -0.6% | -7.6% |
| 3M | +2.0% | +11.6% | -9.6% | -2.3% |
| 6M | -10.5% | -4.5% | -5.9% | -9.4% |
| YTD | -6.9% | +9.6% | -16.4% | -10.7% |
| 1Y | -23.2% | +30.8% | -54.0% | -31.3% |
| 3Y | +3.1% | +152.8% | -149.8% | -30.5% |
| 5Y | +7.4% | +167.1% | -159.7% | -30.6% |
| 10Y | +205.0% | +275.2% | -70.2% | +67.5% |
| All | +205.0% | +275.7% | -70.7% | +67.5% |
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