+278.5%
RTX vs HAS
+56.8%
+221.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -5.2% | -1.8% | -3.4% | -4.7% |
| 30D | -9.4% | +2.3% | -11.6% | -10.0% |
| 3M | +12.3% | +10.4% | +1.9% | +8.8% |
| 6M | -3.1% | -3.2% | +0.1% | -3.1% |
| YTD | +10.7% | +15.4% | -4.7% | +4.8% |
| 1Y | +28.4% | +18.8% | +9.6% | +20.2% |
| 3Y | +147.1% | +43.9% | +103.1% | +111.8% |
| 5Y | +167.2% | +13.9% | +153.4% | +144.0% |
| All | +278.5% | +56.8% | +221.7% | +201.4% |
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