+31,139.8%
HD vs RTX
+10,530.0%
+20,609.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -2.1% | -5.2% | +3.1% | +0.3% |
| 30D | -8.4% | -9.4% | +1.0% | -4.3% |
| 3M | +4.3% | +12.3% | -7.9% | -1.5% |
| 6M | -11.1% | -3.1% | -8.0% | -10.5% |
| YTD | -4.7% | +10.7% | -15.3% | -10.1% |
| 1Y | -19.8% | +28.4% | -48.2% | -29.8% |
| 3Y | +4.1% | +147.1% | -143.0% | -34.7% |
| 5Y | +10.3% | +167.2% | -156.9% | -34.8% |
| 10Y | +203.2% | +274.7% | -71.6% | +41.6% |
| All | +31,139.8% | +10,530.0% | +20,609.8% | +3,272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling