+278.5%
RTX vs HST
+97.2%
+181.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | -5.2% | -1.0% | -4.1% | -4.8% |
| 30D | -9.4% | -12.3% | +2.9% | -4.7% |
| 3M | +12.3% | -6.4% | +18.6% | +14.8% |
| 6M | -3.1% | +15.0% | -18.1% | -9.3% |
| YTD | +10.7% | +30.5% | -19.8% | -2.0% |
| 1Y | +28.4% | +35.7% | -7.3% | +11.4% |
| 3Y | +147.1% | +68.4% | +78.7% | +87.8% |
| 5Y | +167.2% | +73.1% | +94.1% | +88.5% |
| All | +278.5% | +97.2% | +181.4% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling