+288.0%
RTX vs HWM
+1,272.7%
-984.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +3.4% | +11.1% | -7.8% | -1.1% |
| 30D | +8.4% | +3.0% | +5.4% | +6.5% |
| 3M | -10.7% | -20.7% | +10.1% | -2.6% |
| 6M | +11.7% | -17.2% | +28.9% | +19.3% |
| YTD | +9.3% | +9.1% | +0.3% | +3.2% |
| 1Y | +13.3% | +9.0% | +4.3% | +6.9% |
| 3Y | +156.1% | +353.8% | -197.7% | +24.5% |
| 5Y | +148.5% | +608.0% | -459.5% | -3.4% |
| 10Y | +263.6% | +1,510.3% | -1,246.7% | -3.7% |
| All | +288.0% | +1,272.7% | -984.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling