+130.6%
HPE vs RTX
+32.3%
+98.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.3% |
| 7D | +1.4% | -2.0% | +3.4% | +1.5% |
| 30D | +1.5% | -11.2% | +12.7% | +1.9% |
| 3M | +21.7% | +12.0% | +9.7% | +20.8% |
| 6M | +164.2% | -3.6% | +167.7% | +168.9% |
| YTD | +132.1% | +9.2% | +122.9% | +126.9% |
| 1Y | +130.6% | +29.7% | +100.9% | +112.0% |
| All | +130.6% | +32.3% | +98.4% | +112.0% |
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