+267.0%
RTX vs HWM
+1,473.3%
-1,206.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.3% |
| 7D | -5.1% | +3.4% | -8.5% | -6.7% |
| 30D | +5.1% | -7.5% | +12.7% | +8.1% |
| 3M | -14.8% | -28.9% | +14.1% | -2.7% |
| 6M | +8.0% | -19.6% | +27.7% | +16.7% |
| YTD | +4.5% | +0.6% | +3.9% | +2.0% |
| 1Y | +9.8% | +0.3% | +9.5% | +7.3% |
| 3Y | +144.2% | +326.1% | -181.9% | +21.5% |
| 5Y | +131.4% | +525.2% | -393.8% | -5.4% |
| All | +267.0% | +1,473.3% | -1,206.3% | -2.7% |
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