-66.4%
HUBS vs LHX
+16.3%
-82.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -9.0% | -4.3% | -4.7% | -8.3% |
| 30D | +7.2% | -15.1% | +22.4% | +10.2% |
| 3M | +20.9% | -21.0% | +41.8% | +25.6% |
| 6M | -13.0% | -32.0% | +19.0% | -6.9% |
| YTD | -43.8% | -15.3% | -28.5% | -43.1% |
| 1Y | -54.6% | -11.1% | -43.6% | -54.7% |
| 3Y | -58.5% | +54.0% | -112.5% | -64.1% |
| All | -66.4% | +16.3% | -82.6% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling