+666.4%
HPE vs LHX
+303.0%
+363.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.4% | -5.9% |
| 7D | +1.4% | -4.8% | +6.2% | +3.3% |
| 30D | +1.5% | -12.7% | +14.3% | +7.0% |
| 3M | +21.7% | -17.6% | +39.4% | +30.0% |
| 6M | +164.2% | -30.7% | +194.9% | +201.8% |
| YTD | +132.1% | -14.3% | +146.4% | +141.6% |
| 1Y | +130.6% | -8.4% | +139.0% | +132.8% |
| 3Y | +244.1% | +56.7% | +187.5% | +169.1% |
| 5Y | +340.8% | +18.5% | +322.4% | +278.6% |
| 10Y | +500.2% | +229.6% | +270.6% | +186.7% |
| All | +666.4% | +303.0% | +363.4% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling