+14.7%
RTX vs XHB
+5.8%
+8.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.1% | -3.4% |
| 7D | +1.3% | +9.7% | -8.4% | -0.1% |
| 30D | +7.6% | +11.7% | -4.0% | +5.9% |
| 3M | -8.6% | -1.4% | -7.3% | -8.4% |
| 6M | +15.6% | +6.8% | +8.8% | +14.0% |
| YTD | +9.4% | +5.5% | +3.9% | +7.1% |
| 1Y | +14.7% | +5.1% | +9.5% | +12.1% |
| All | +14.7% | +5.8% | +8.9% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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