+18.7%
LHX vs HBM
+327.6%
-308.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -4.3% | -3.3% | -1.0% | -4.1% |
| 30D | -15.1% | -4.8% | -10.3% | -15.0% |
| 3M | -21.0% | -0.4% | -20.5% | -21.2% |
| 6M | -32.0% | +17.9% | -49.9% | -33.4% |
| YTD | -15.3% | +33.7% | -49.0% | -18.1% |
| 1Y | -11.1% | +95.6% | -106.6% | -16.4% |
| 3Y | +54.0% | +458.1% | -404.1% | +29.8% |
| All | +18.7% | +327.6% | -308.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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