+167.1%
RTX vs HIG
+122.5%
+44.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.2% |
| 7D | -3.1% | -1.1% | -2.0% | -2.7% |
| 30D | -10.6% | -4.9% | -5.7% | -8.7% |
| 3M | +11.6% | +6.8% | +4.9% | +8.3% |
| 6M | -4.5% | -1.7% | -2.8% | -4.1% |
| YTD | +9.6% | -0.2% | +9.8% | +9.2% |
| 1Y | +30.8% | +5.7% | +25.1% | +26.9% |
| 3Y | +152.8% | +100.3% | +52.5% | +78.8% |
| 5Y | +167.1% | +118.5% | +48.6% | +76.1% |
| All | +167.1% | +122.5% | +44.6% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling