-1.0%
HD vs RTX
-15.2%
+14.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +4.3% | -5.1% | +9.5% | +5.1% |
| 30D | +20.2% | +5.1% | +15.0% | +18.6% |
| 3M | -1.0% | -14.8% | +13.8% | -0.3% |
| All | -1.0% | -15.2% | +14.2% | -0.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling