+273.8%
RTX vs HWM
+1,636.6%
-1,362.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +1.4% |
| 7D | -3.2% | +1.6% | -4.8% | -4.0% |
| 30D | +5.6% | -3.9% | +9.5% | +6.8% |
| 3M | -11.7% | -23.2% | +11.5% | -2.3% |
| 6M | +12.3% | -20.0% | +32.3% | +21.7% |
| YTD | +8.2% | +5.7% | +2.5% | +3.5% |
| 1Y | +12.6% | +4.9% | +7.7% | +7.9% |
| 3Y | +152.8% | +347.0% | -194.2% | +23.3% |
| 5Y | +140.2% | +563.0% | -422.8% | -4.2% |
| 10Y | +273.8% | +1,579.2% | -1,305.4% | -3.3% |
| All | +273.8% | +1,636.6% | -1,362.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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