+7,700.9%
LHX vs HAS
+3,598.5%
+4,102.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.0% | -1.8% | -0.2% | -1.5% |
| 30D | -9.9% | +2.3% | -12.2% | -10.5% |
| 3M | -16.5% | +10.4% | -26.8% | -18.7% |
| 6M | -29.6% | -3.2% | -26.4% | -29.6% |
| YTD | -11.6% | +15.4% | -27.0% | -15.5% |
| 1Y | -4.1% | +18.8% | -22.9% | -9.2% |
| 3Y | +53.3% | +43.9% | +9.3% | +34.8% |
| 5Y | +22.3% | +13.9% | +8.4% | +11.2% |
| 10Y | +231.9% | +56.4% | +175.5% | +162.5% |
| All | +7,700.9% | +3,598.5% | +4,102.4% | +2,701.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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