+796.5%
RTX vs XHB
+175.0%
+621.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.4% | -4.1% | +5.6% | +3.3% |
| 30D | +7.8% | +9.6% | -1.8% | +3.1% |
| 3M | -9.8% | -6.0% | -3.8% | -7.8% |
| 6M | +13.5% | +2.2% | +11.3% | +11.1% |
| YTD | +10.9% | +1.1% | +9.8% | +8.2% |
| 1Y | +14.0% | -1.7% | +15.7% | +12.3% |
| 3Y | +159.9% | +36.5% | +123.4% | +109.4% |
| 5Y | +151.7% | +33.5% | +118.2% | +98.2% |
| 10Y | +269.0% | +240.9% | +28.1% | +83.3% |
| All | +796.5% | +175.0% | +621.5% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling