+162.9%
RTX vs HL
+246.5%
-83.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -11.6% | +18.8% | -30.4% | -12.8% |
| 3M | +9.2% | +43.7% | -34.6% | +5.8% |
| 6M | -4.4% | -1.0% | -3.4% | -5.0% |
| YTD | +8.9% | +8.7% | +0.2% | +6.6% |
| 1Y | +32.1% | +105.0% | -72.9% | +22.1% |
| 3Y | +151.2% | +427.3% | -276.0% | +107.3% |
| 5Y | +162.9% | +249.3% | -86.4% | +121.4% |
| All | +162.9% | +246.5% | -83.6% | +121.4% |
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