+4,925.5%
RTX vs HIG
+1,002.1%
+3,923.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | -9.4% | -3.2% | -6.2% | -8.8% |
| 3M | +12.3% | +9.1% | +3.1% | +10.1% |
| 6M | -3.1% | -1.8% | -1.3% | -2.9% |
| YTD | +10.7% | +1.8% | +8.9% | +10.1% |
| 1Y | +28.4% | +4.6% | +23.9% | +26.9% |
| 3Y | +147.1% | +101.6% | +45.4% | +111.4% |
| 5Y | +167.2% | +124.5% | +42.8% | +123.0% |
| 10Y | +274.7% | +317.8% | -43.1% | +174.0% |
| All | +4,925.5% | +1,002.1% | +3,923.5% | +1,908.2% |
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