+140.2%
RTX vs HBM
+217.3%
-77.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.0% | -5.4% | +2.9% |
| 7D | -3.2% | +5.0% | -8.2% | -3.6% |
| 30D | +5.6% | -12.7% | +18.3% | +6.5% |
| 3M | -11.7% | -17.4% | +5.7% | -10.7% |
| 6M | +12.3% | -8.9% | +21.2% | +11.9% |
| YTD | +8.2% | +14.9% | -6.7% | +4.7% |
| 1Y | +12.6% | +41.4% | -28.8% | +6.7% |
| 3Y | +152.8% | +462.1% | -309.3% | +99.6% |
| 5Y | +140.2% | +224.0% | -83.8% | +97.2% |
| All | +140.2% | +217.3% | -77.1% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling