+30.7%
HD vs RTX
+156.3%
-125.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.5% | +4.8% | -3.3% | +0.8% |
| 30D | +18.0% | +6.5% | +11.5% | +16.7% |
| 3M | +2.8% | -9.6% | +12.4% | +4.2% |
| 6M | +17.0% | +12.3% | +4.6% | +14.6% |
| YTD | +3.5% | +9.5% | -5.9% | +1.8% |
| 1Y | -2.6% | +15.8% | -18.4% | -5.0% |
| 3Y | +30.7% | +157.0% | -126.3% | +18.8% |
| All | +30.7% | +156.3% | -125.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling