+151.7%
HYG vs LHX
+670.7%
-518.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -0.7% | -4.3% | +3.5% | 0.0% |
| 30D | -0.7% | -15.1% | +14.4% | +1.8% |
| 3M | -0.2% | -21.0% | +20.8% | +3.3% |
| 6M | +1.4% | -32.0% | +33.4% | +7.3% |
| YTD | +1.5% | -15.3% | +16.8% | +3.5% |
| 1Y | +2.9% | -11.1% | +13.9% | +3.9% |
| 3Y | +25.6% | +54.0% | -28.4% | +15.2% |
| 5Y | +18.6% | +17.1% | +1.4% | +12.4% |
| 10Y | +55.7% | +225.8% | -170.1% | +20.4% |
| All | +151.7% | +670.7% | -518.9% | +53.7% |
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