+453.2%
HUT vs LHX
+92.1%
+361.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.6% | +6.4% |
| 7D | +28.3% | -2.5% | +30.8% | +29.0% |
| 30D | +12.3% | -10.4% | +22.7% | +15.3% |
| 3M | -16.8% | -14.9% | -1.9% | -14.0% |
| 6M | +111.4% | -29.6% | +141.0% | +131.2% |
| YTD | +116.6% | -11.8% | +128.4% | +123.4% |
| 1Y | +290.5% | -5.1% | +295.5% | +295.1% |
| 3Y | +792.3% | +61.3% | +731.0% | +689.9% |
| 5Y | +94.1% | +22.4% | +71.7% | +81.7% |
| All | +453.2% | +92.1% | +361.1% | +445.9% |
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