+4,870.2%
RTX vs HIG
+995.0%
+3,875.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +4.8% | +2.6% | +2.2% | +4.2% |
| 30D | +6.5% | +4.2% | +2.3% | +5.6% |
| 3M | -9.6% | +0.2% | -9.8% | -9.7% |
| 6M | +12.3% | +4.6% | +7.7% | +11.1% |
| YTD | +9.5% | +1.1% | +8.3% | +8.9% |
| 1Y | +15.8% | +4.7% | +11.2% | +14.4% |
| 3Y | +157.0% | +95.5% | +61.5% | +121.3% |
| 5Y | +148.8% | +111.7% | +37.1% | +110.1% |
| 10Y | +264.0% | +263.4% | +0.6% | +172.8% |
| All | +4,870.2% | +995.0% | +3,875.2% | +1,887.9% |
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