+18.3%
HYG vs LHX
+16.3%
+2.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -0.7% | -4.3% | +3.5% | -0.4% |
| 30D | -0.7% | -15.1% | +14.4% | +0.4% |
| 3M | -0.2% | -21.0% | +20.8% | +1.4% |
| 6M | +1.4% | -32.0% | +33.4% | +4.3% |
| YTD | +1.5% | -15.3% | +16.8% | +2.3% |
| 1Y | +2.9% | -11.1% | +13.9% | +3.2% |
| 3Y | +25.6% | +54.0% | -28.4% | +19.3% |
| All | +18.3% | +16.3% | +2.0% | +13.6% |
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