+151.7%
RTX vs HL
+124.8%
+26.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +1.4% | -5.6% | +7.0% | +1.8% |
| 30D | +7.8% | -16.2% | +24.0% | +8.9% |
| 3M | -9.8% | -20.5% | +10.7% | -8.8% |
| 6M | +13.5% | -31.7% | +45.2% | +15.7% |
| YTD | +10.9% | -26.4% | +37.3% | +11.3% |
| 1Y | +14.0% | -4.3% | +18.3% | +11.8% |
| 3Y | +159.9% | +276.9% | -117.0% | +118.5% |
| 5Y | +151.7% | +124.1% | +27.6% | +138.8% |
| All | +151.7% | +124.8% | +26.9% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling