+129.2%
HPE vs RTX
+28.8%
+100.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.5% |
| 7D | -0.6% | -5.2% | +4.6% | -0.4% |
| 30D | -2.3% | -9.4% | +7.1% | -2.0% |
| 3M | -2.9% | +12.3% | -15.2% | -3.5% |
| 6M | +143.6% | -3.1% | +146.7% | +148.2% |
| YTD | +118.5% | +10.7% | +107.9% | +114.0% |
| 1Y | +129.2% | +28.4% | +100.8% | +112.9% |
| All | +129.2% | +28.8% | +100.4% | +112.9% |
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