+268.6%
RTX vs HST
+143.2%
+125.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.0% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | +7.7% | +14.5% | -6.8% | +1.8% |
| 3M | -10.3% | +15.4% | -25.8% | -15.6% |
| 6M | +14.6% | +22.0% | -7.4% | +4.8% |
| YTD | +10.4% | +54.9% | -44.5% | -9.0% |
| 1Y | +13.5% | +54.0% | -40.4% | -6.4% |
| 3Y | +158.6% | +90.4% | +68.1% | +87.9% |
| 5Y | +147.3% | +84.2% | +63.0% | +72.1% |
| 10Y | +268.6% | +144.6% | +124.0% | +115.0% |
| All | +268.6% | +143.2% | +125.4% | +115.0% |
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