+222.7%
RTX vs USHY
+48.0%
+174.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | +4.8% | -0.4% | +5.2% | +5.6% |
| 30D | +6.5% | +0.6% | +5.9% | +5.3% |
| 3M | -9.6% | -2.0% | -7.6% | -6.5% |
| 6M | +12.3% | -0.5% | +12.9% | +13.2% |
| YTD | +9.5% | +0.6% | +8.8% | +8.2% |
| 1Y | +15.8% | +2.1% | +13.7% | +11.5% |
| 3Y | +157.0% | +25.3% | +131.7% | +71.9% |
| 5Y | +148.8% | +19.7% | +129.1% | +85.7% |
| All | +222.7% | +48.0% | +174.7% | +59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling