+10,266.7%
RTX vs HAL
+597.8%
+9,668.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.8% |
| 3M | +12.3% | -9.7% | +21.9% | +14.3% |
| 6M | -3.1% | +8.6% | -11.8% | -6.0% |
| YTD | +10.7% | +33.0% | -22.3% | +2.1% |
| 1Y | +28.4% | +68.3% | -39.9% | +11.7% |
| 3Y | +147.1% | +0.1% | +147.0% | +137.4% |
| 5Y | +167.2% | +102.6% | +64.6% | +109.8% |
| 10Y | +274.7% | +3.8% | +270.9% | +203.6% |
| All | +10,266.7% | +597.8% | +9,668.9% | +4,696.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling