+9.8%
RTX vs HWM
+0.1%
+9.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.1% |
| 7D | -5.1% | +3.4% | -8.5% | -6.3% |
| 30D | +5.1% | -7.5% | +12.7% | +7.7% |
| 3M | -14.8% | -28.9% | +14.1% | -3.5% |
| 6M | +8.0% | -19.6% | +27.7% | +15.8% |
| YTD | +4.5% | +0.6% | +3.9% | +0.9% |
| 1Y | +9.8% | +0.3% | +9.5% | +6.8% |
| All | +9.8% | +0.1% | +9.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling