+14.7%
RTX vs USHY
+1.9%
+12.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.2% |
| 7D | +1.3% | -0.2% | +1.5% | +1.6% |
| 30D | +7.6% | +0.7% | +7.0% | +6.8% |
| 3M | -8.6% | -2.2% | -6.4% | -5.7% |
| 6M | +15.6% | -0.9% | +16.5% | +16.5% |
| YTD | +9.4% | +0.2% | +9.2% | +8.6% |
| 1Y | +14.7% | +1.7% | +12.9% | +8.0% |
| All | +14.7% | +1.9% | +12.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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