+265.3%
HUT vs LHX
-4.2%
+269.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.6% |
| 7D | +17.8% | -2.0% | +19.7% | +18.3% |
| 30D | +0.8% | -9.9% | +10.8% | +3.4% |
| 3M | -26.8% | -16.5% | -10.3% | -22.8% |
| 6M | +72.6% | -29.6% | +102.2% | +110.9% |
| YTD | +103.6% | -11.6% | +115.2% | +115.3% |
| 1Y | +265.3% | -4.1% | +269.3% | +382.2% |
| All | +265.3% | -4.2% | +269.5% | +382.2% |
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