+280.0%
RTX vs HBM
+622.7%
-342.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +1.3% |
| 7D | -2.0% | -3.7% | +1.7% | -1.6% |
| 30D | -11.2% | -3.7% | -7.5% | -11.0% |
| 3M | +12.0% | +8.0% | +4.0% | +9.9% |
| 6M | -3.6% | +15.8% | -19.4% | -7.3% |
| YTD | +9.2% | +34.4% | -25.2% | +1.9% |
| 1Y | +29.7% | +98.2% | -68.4% | +13.5% |
| 3Y | +152.0% | +476.6% | -324.6% | +78.6% |
| 5Y | +165.8% | +331.1% | -165.3% | +88.0% |
| All | +280.0% | +622.7% | -342.6% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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