+1,573.3%
HWM vs LHX
+234.1%
+1,339.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.3% | -10.4% | -10.5% |
| 7D | -9.2% | -2.5% | -6.7% | -7.7% |
| 30D | -17.9% | -10.4% | -7.5% | -12.3% |
| 3M | -6.0% | -14.9% | +8.9% | +2.8% |
| 6M | -7.4% | -29.6% | +22.3% | +13.9% |
| YTD | +13.1% | -11.8% | +24.9% | +19.8% |
| 1Y | +29.3% | -5.1% | +34.4% | +30.2% |
| 3Y | +389.9% | +61.3% | +328.6% | +241.6% |
| 5Y | +655.5% | +22.4% | +633.1% | +506.9% |
| All | +1,573.3% | +234.1% | +1,339.2% | +649.3% |
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 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