+283.9%
RTX vs HAL
+3.0%
+280.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | -11.6% | +10.9% | -22.4% | -14.3% |
| 3M | +9.2% | -5.8% | +15.0% | +10.5% |
| 6M | -4.4% | +8.1% | -12.5% | -8.0% |
| YTD | +8.9% | +33.2% | -24.3% | -2.0% |
| 1Y | +32.1% | +74.2% | -42.1% | +9.0% |
| 3Y | +151.2% | -3.7% | +154.9% | +141.2% |
| 5Y | +162.9% | +111.9% | +51.0% | +83.6% |
| 10Y | +283.9% | +7.4% | +276.5% | +134.8% |
| All | +283.9% | +3.0% | +280.9% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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