+280.0%
RTX vs HIG
+315.0%
-34.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.0% | -2.3% | +0.3% | -0.8% |
| 30D | -11.2% | -1.2% | -10.0% | -10.7% |
| 3M | +12.0% | +6.3% | +5.7% | +8.3% |
| 6M | -3.6% | +0.6% | -4.2% | -4.3% |
| YTD | +9.2% | +0.6% | +8.6% | +8.1% |
| 1Y | +29.7% | +6.1% | +23.6% | +24.7% |
| 3Y | +152.0% | +102.0% | +50.0% | +68.8% |
| 5Y | +165.8% | +119.2% | +46.6% | +67.4% |
| All | +280.0% | +315.0% | -34.9% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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