+597.9%
HPE vs RTX
+339.5%
+258.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.6% |
| 7D | +13.6% | +3.4% | +10.2% | +11.7% |
| 30D | -27.1% | +8.4% | -35.5% | -30.3% |
| 3M | -14.5% | -10.7% | -3.8% | -9.6% |
| 6M | +66.9% | +11.7% | +55.2% | +54.5% |
| YTD | +111.3% | +9.3% | +102.0% | +95.8% |
| 1Y | +117.5% | +13.3% | +104.2% | +97.2% |
| 3Y | +238.1% | +156.1% | +82.0% | +82.4% |
| 5Y | +292.4% | +148.5% | +143.9% | +109.2% |
| 10Y | +389.3% | +263.6% | +125.7% | +85.8% |
| All | +597.9% | +339.5% | +258.5% | +117.3% |
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 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