+4,864.7%
RTX vs HIG
+990.4%
+3,874.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +8.4% | +4.4% | +4.0% | +7.4% |
| 3M | -10.7% | 0.0% | -10.7% | -10.7% |
| 6M | +11.7% | +3.8% | +7.9% | +10.7% |
| YTD | +9.3% | +0.7% | +8.6% | +8.9% |
| 1Y | +13.3% | +5.0% | +8.3% | +11.8% |
| 3Y | +156.1% | +95.3% | +60.8% | +120.6% |
| 5Y | +148.5% | +110.8% | +37.8% | +110.1% |
| 10Y | +263.6% | +261.9% | +1.7% | +172.8% |
| All | +4,864.7% | +990.4% | +3,874.4% | +1,887.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling