+267.0%
RTX vs HAS
+101.4%
+165.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -5.1% | -0.2% | -5.0% | -5.1% |
| 30D | +5.1% | +31.0% | -25.9% | -2.6% |
| 3M | -14.8% | +30.7% | -45.5% | -21.1% |
| 6M | +8.0% | +23.9% | -15.9% | +0.9% |
| YTD | +4.5% | +48.3% | -43.8% | -8.0% |
| 1Y | +9.8% | +60.2% | -50.4% | -5.6% |
| 3Y | +144.2% | +189.2% | -45.0% | +68.1% |
| 5Y | +131.4% | +50.4% | +81.0% | +95.0% |
| All | +267.0% | +101.4% | +165.7% | +162.9% |
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