+142.4%
RTX vs XHB
+36.3%
+106.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.8% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | +5.6% | +11.8% | -6.2% | +2.9% |
| 3M | -11.7% | -3.8% | -7.9% | -11.1% |
| 6M | +12.3% | +4.1% | +8.2% | +10.8% |
| YTD | +8.2% | +4.0% | +4.2% | +6.4% |
| 1Y | +12.6% | +1.6% | +11.0% | +11.2% |
| 3Y | +152.8% | +43.2% | +109.7% | +119.6% |
| All | +142.4% | +36.3% | +106.0% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling