+162.9%
RTX vs HBM
+392.2%
-229.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.6% | +5.5% | -7.1% | -2.1% |
| 30D | -11.6% | +3.3% | -14.8% | -11.9% |
| 3M | +9.2% | +12.7% | -3.5% | +7.6% |
| 6M | -4.4% | +28.2% | -32.6% | -7.5% |
| YTD | +8.9% | +45.3% | -36.4% | +3.6% |
| 1Y | +32.1% | +121.7% | -89.6% | +20.2% |
| 3Y | +151.2% | +523.5% | -372.3% | +98.1% |
| 5Y | +162.9% | +393.9% | -231.0% | +109.7% |
| All | +162.9% | +392.2% | -229.3% | +109.7% |
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