+129.2%
HPE vs LHX
-4.7%
+133.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.3% |
| 7D | -0.6% | -2.4% | +1.8% | -0.3% |
| 30D | -2.3% | -10.4% | +8.1% | -1.3% |
| 3M | -2.9% | -16.9% | +14.0% | -1.2% |
| 6M | +143.6% | -29.9% | +173.5% | +157.9% |
| YTD | +118.5% | -12.0% | +130.5% | +117.1% |
| 1Y | +129.2% | -4.5% | +133.7% | +125.8% |
| All | +129.2% | -4.7% | +133.9% | +125.8% |
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