-0.9%
HCA vs LHX
-4.7%
+3.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.6% |
| 7D | -3.1% | -2.4% | -0.6% | -2.6% |
| 30D | -1.1% | -10.4% | +9.2% | +0.8% |
| 3M | +12.2% | -16.9% | +29.0% | +15.6% |
| 6M | -25.3% | -29.9% | +4.6% | -22.7% |
| YTD | -12.9% | -12.0% | -1.0% | -8.8% |
| 1Y | -0.9% | -4.5% | +3.6% | +5.6% |
| All | -0.9% | -4.7% | +3.7% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling