+746.7%
HUT vs LHX
+55.8%
+691.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.3% |
| 7D | +2.8% | -4.8% | +7.6% | +4.4% |
| 30D | +2.1% | -12.7% | +14.8% | +6.3% |
| 3M | -14.3% | -17.6% | +3.4% | -9.6% |
| 6M | +84.2% | -30.7% | +114.9% | +112.7% |
| YTD | +97.2% | -14.3% | +111.6% | +108.7% |
| 1Y | +192.7% | -8.4% | +201.1% | +202.6% |
| All | +746.7% | +55.8% | +691.0% | +668.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling