+55.2%
HYG vs RTX
+286.0%
-230.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -1.5% | +0.8% | -0.5% |
| 30D | -0.7% | -11.0% | +10.2% | +1.0% |
| 3M | -0.2% | +7.7% | -7.9% | -1.5% |
| 6M | +1.4% | -3.9% | +5.3% | +1.8% |
| YTD | +1.5% | +9.0% | -7.5% | -0.3% |
| 1Y | +2.9% | +27.3% | -24.4% | -1.5% |
| 3Y | +25.6% | +172.9% | -147.3% | +5.0% |
| 5Y | +18.6% | +165.2% | -146.6% | -1.3% |
| All | +55.2% | +286.0% | -230.8% | +20.6% |
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