+116.4%
HPE vs LHX
-8.3%
+124.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.5% | +0.8% | -6.0% |
| 7D | -17.0% | -0.3% | -16.6% | -16.7% |
| 30D | -26.7% | +9.7% | -36.4% | -26.0% |
| 3M | -4.1% | -8.5% | +4.4% | -2.7% |
| 6M | +75.4% | -15.1% | +90.5% | +78.7% |
| YTD | +111.0% | -10.4% | +121.5% | +115.0% |
| 1Y | +116.4% | -9.3% | +125.7% | +118.8% |
| All | +116.4% | -8.3% | +124.7% | +118.8% |
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