+292.8%
RTX vs HWM
+1,494.1%
-1,201.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -5.2% | -2.1% | -3.1% | -4.5% |
| 30D | -9.4% | -11.0% | +1.6% | -5.0% |
| 3M | +12.3% | +4.0% | +8.3% | +10.0% |
| 6M | -3.1% | -0.2% | -2.9% | -3.8% |
| YTD | +10.7% | +26.7% | -16.0% | -1.0% |
| 1Y | +28.4% | +44.7% | -16.3% | +8.3% |
| 3Y | +147.1% | +426.1% | -279.0% | +13.6% |
| 5Y | +167.2% | +738.5% | -571.3% | -2.7% |
| All | +292.8% | +1,494.1% | -1,201.3% | -1.5% |
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