+14.7%
RTX vs HL
+22.6%
-7.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.2% | -15.8% | -3.1% |
| 7D | +1.3% | +0.2% | +1.1% | +1.4% |
| 30D | +7.6% | -12.1% | +19.8% | +8.4% |
| 3M | -8.6% | -2.8% | -5.8% | -9.0% |
| 6M | +15.6% | -14.9% | +30.6% | +15.8% |
| YTD | +9.4% | -22.0% | +31.4% | +7.9% |
| 1Y | +14.7% | +25.0% | -10.3% | +6.9% |
| All | +14.7% | +22.6% | -7.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling