+280.0%
RTX vs XHB
+210.4%
+69.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.4% |
| 7D | -2.0% | -5.2% | +3.3% | +0.6% |
| 30D | -11.2% | -12.1% | +0.9% | -5.4% |
| 3M | +12.0% | -6.2% | +18.3% | +14.8% |
| 6M | -3.6% | -6.7% | +3.1% | -1.5% |
| YTD | +9.2% | -5.5% | +14.7% | +10.2% |
| 1Y | +29.7% | -15.6% | +45.4% | +38.4% |
| 3Y | +152.0% | +22.0% | +130.0% | +102.8% |
| 5Y | +165.8% | +31.8% | +133.9% | +95.0% |
| All | +280.0% | +210.4% | +69.6% | +41.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling