-2.6%
HD vs RTX
+14.9%
-17.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | +5.2% | -1.7% | +6.9% | +5.4% |
| 30D | +20.7% | +7.7% | +13.0% | +19.0% |
| 3M | +0.8% | -10.3% | +11.1% | +2.2% |
| 6M | +12.2% | +14.6% | -2.4% | +9.2% |
| YTD | +4.2% | +10.4% | -6.2% | +3.8% |
| 1Y | -2.6% | +13.5% | -16.1% | -2.9% |
| All | -2.6% | +14.9% | -17.5% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling