+268.6%
RTX vs HAS
+102.6%
+166.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -1.7% | +3.3% | -5.0% | -2.6% |
| 30D | +7.7% | +30.5% | -22.9% | -0.1% |
| 3M | -10.3% | +29.9% | -40.2% | -16.8% |
| 6M | +14.6% | +26.5% | -12.0% | +6.5% |
| YTD | +10.4% | +51.9% | -41.6% | -3.4% |
| 1Y | +13.5% | +60.9% | -47.4% | -2.4% |
| 3Y | +158.6% | +215.0% | -56.4% | +73.3% |
| 5Y | +147.3% | +51.5% | +95.8% | +108.4% |
| 10Y | +268.6% | +102.2% | +166.4% | +162.7% |
| All | +268.6% | +102.6% | +166.1% | +162.7% |
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