+370.3%
HPE vs RTX
+262.2%
+108.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +7.9% | +4.8% | +3.1% | +5.4% |
| 30D | -23.5% | +6.5% | -30.0% | -26.0% |
| 3M | -19.1% | -9.6% | -9.4% | -15.1% |
| 6M | +51.4% | +12.3% | +39.1% | +40.1% |
| YTD | +103.4% | +9.5% | +94.0% | +88.9% |
| 1Y | +114.4% | +15.8% | +98.5% | +92.6% |
| 3Y | +224.7% | +157.0% | +67.7% | +78.0% |
| 5Y | +277.8% | +148.8% | +129.0% | +105.2% |
| All | +370.3% | +262.2% | +108.1% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling