+148.5%
RTX vs HST
+83.0%
+65.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | +3.4% | +3.6% | -0.2% | +2.6% |
| 30D | +8.4% | +9.9% | -1.5% | +6.2% |
| 3M | -10.7% | +12.9% | -23.6% | -13.1% |
| 6M | +11.7% | +22.9% | -11.2% | +6.3% |
| YTD | +9.3% | +52.4% | -43.1% | -1.2% |
| 1Y | +13.3% | +52.5% | -39.3% | +2.3% |
| 3Y | +156.1% | +87.4% | +68.7% | +115.7% |
| 5Y | +148.5% | +82.9% | +65.6% | +109.0% |
| All | +148.5% | +83.0% | +65.5% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling