+104.6%
HUT vs LHX
+16.3%
+88.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +10.0% | +9.3% |
| 7D | +5.4% | -4.3% | +9.7% | +7.1% |
| 30D | +8.6% | -15.1% | +23.8% | +15.4% |
| 3M | -15.2% | -21.0% | +5.7% | -8.2% |
| 6M | +92.9% | -32.0% | +124.9% | +125.2% |
| YTD | +114.6% | -15.3% | +130.0% | +127.8% |
| 1Y | +208.5% | -11.1% | +219.6% | +220.4% |
| 3Y | +821.5% | +54.0% | +767.5% | +647.6% |
| All | +104.6% | +16.3% | +88.3% | +81.3% |
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 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