+151.8%
HYG vs RTX
+666.6%
-514.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -0.7% | -2.0% | +1.2% | -0.3% |
| 30D | -0.6% | -11.2% | +10.6% | +1.8% |
| 3M | +0.4% | +12.0% | -11.6% | -2.1% |
| 6M | +1.2% | -3.6% | +4.8% | +1.6% |
| YTD | +1.5% | +9.2% | -7.7% | -0.9% |
| 1Y | +3.2% | +29.7% | -26.5% | -3.0% |
| 3Y | +25.9% | +152.0% | -126.1% | +1.2% |
| 5Y | +18.6% | +165.8% | -147.2% | -7.0% |
| 10Y | +55.8% | +285.0% | -229.3% | +5.6% |
| All | +151.8% | +666.6% | -514.8% | +31.3% |
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