+2.6%
HAL vs LHX
+227.8%
-225.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | -3.3% | -4.3% | +0.9% | -0.8% |
| 30D | +8.2% | -15.1% | +23.3% | +18.9% |
| 3M | -9.4% | -21.0% | +11.5% | +2.9% |
| 6M | +0.6% | -32.0% | +32.6% | +24.4% |
| YTD | +28.6% | -15.3% | +43.9% | +37.7% |
| 1Y | +63.9% | -11.1% | +75.0% | +69.0% |
| 3Y | -7.1% | +54.0% | -61.1% | -34.1% |
| 5Y | +102.3% | +17.1% | +85.2% | +68.7% |
| All | +2.6% | +227.8% | -225.3% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling