-23.2%
HD vs RTX
+28.6%
-51.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -1.2% | -3.1% | +1.9% | -0.7% |
| 30D | -11.1% | -10.6% | -0.6% | -9.6% |
| 3M | +2.0% | +11.6% | -9.6% | +0.1% |
| 6M | -10.5% | -4.5% | -5.9% | -10.9% |
| YTD | -6.9% | +9.6% | -16.4% | -8.1% |
| 1Y | -23.2% | +30.8% | -54.0% | -26.4% |
| All | -23.2% | +28.6% | -51.8% | -26.4% |
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