+10,266.7%
RTX vs HL
+62.0%
+10,204.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | -5.2% | +1.5% | -6.6% | -5.2% |
| 30D | -9.4% | +25.1% | -34.4% | -10.3% |
| 3M | +12.3% | +22.9% | -10.6% | +11.0% |
| 6M | -3.1% | -4.9% | +1.8% | -3.3% |
| YTD | +10.7% | +7.8% | +2.8% | +9.5% |
| 1Y | +28.4% | +133.9% | -105.5% | +22.6% |
| 3Y | +147.1% | +380.9% | -233.8% | +126.5% |
| 5Y | +167.2% | +230.2% | -63.0% | +146.1% |
| 10Y | +274.7% | +265.6% | +9.2% | +231.6% |
| All | +10,266.7% | +62.0% | +10,204.7% | +10,031.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling