+269.0%
RTX vs HAS
+106.0%
+163.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | +1.4% | +2.0% | -0.6% | +0.9% |
| 30D | +7.8% | +30.9% | -23.1% | -0.1% |
| 3M | -9.8% | +28.8% | -38.5% | -16.1% |
| 6M | +13.5% | +32.3% | -18.8% | +4.2% |
| YTD | +10.9% | +54.7% | -43.7% | -3.4% |
| 1Y | +14.0% | +63.2% | -49.2% | -2.4% |
| 3Y | +159.9% | +220.7% | -60.8% | +73.3% |
| 5Y | +151.7% | +53.3% | +98.3% | +111.6% |
| 10Y | +269.0% | +104.2% | +164.8% | +162.0% |
| All | +269.0% | +106.0% | +163.0% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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