+222.0%
LHX vs HDB
+42.1%
+180.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.9% | -8.0% | -2.5% |
| 7D | -4.3% | +0.7% | -4.9% | -4.4% |
| 30D | -15.1% | +1.0% | -16.1% | -15.4% |
| 3M | -21.0% | -2.0% | -19.0% | -21.0% |
| 6M | -32.0% | -18.1% | -13.9% | -29.7% |
| YTD | -15.3% | -36.1% | +20.8% | -8.2% |
| 1Y | -11.1% | -34.0% | +23.0% | -4.2% |
| 3Y | +54.0% | -26.7% | +80.7% | +60.1% |
| 5Y | +17.1% | -33.9% | +51.0% | +22.9% |
| All | +222.0% | +42.1% | +180.0% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling