+169.3%
RTX vs HAL
+104.8%
+64.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -5.2% | +2.9% | -8.1% | -5.8% |
| 30D | -9.4% | +17.0% | -26.4% | -12.5% |
| 3M | +12.3% | -9.7% | +21.9% | +14.4% |
| 6M | -3.1% | +8.6% | -11.8% | -6.0% |
| YTD | +10.7% | +33.0% | -22.3% | +1.8% |
| 1Y | +28.4% | +68.3% | -39.9% | +11.1% |
| 3Y | +147.1% | +0.1% | +147.0% | +135.5% |
| All | +169.3% | +104.8% | +64.6% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling