+157.0%
RTX vs USHY
+25.4%
+131.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | +4.8% | -0.4% | +5.2% | +5.4% |
| 30D | +6.5% | +0.6% | +5.9% | +5.6% |
| 3M | -9.6% | -2.0% | -7.6% | -7.0% |
| 6M | +12.3% | -0.5% | +12.9% | +13.0% |
| YTD | +9.5% | +0.6% | +8.8% | +8.4% |
| 1Y | +15.8% | +2.1% | +13.7% | +12.3% |
| 3Y | +157.0% | +25.3% | +131.7% | +114.6% |
| All | +157.0% | +25.4% | +131.6% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling