+269.4%
HPE vs RTX
+161.5%
+107.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.8% | +5.2% |
| 7D | +13.6% | -1.6% | +15.2% | +13.9% |
| 30D | +7.7% | -11.6% | +19.3% | +10.0% |
| 3M | +22.4% | +9.2% | +13.2% | +20.0% |
| 6M | +172.6% | -4.4% | +177.0% | +175.5% |
| YTD | +147.5% | +8.9% | +138.6% | +141.1% |
| 1Y | +151.8% | +32.1% | +119.7% | +132.3% |
| All | +269.4% | +161.5% | +107.9% | +196.9% |
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 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