+18.5%
LHX vs HDB
-38.6%
+57.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -4.8% | -6.2% | +1.4% | -4.4% |
| 30D | -12.7% | -6.2% | -6.5% | -12.4% |
| 3M | -17.6% | -5.9% | -11.8% | -17.5% |
| 6M | -30.7% | -25.9% | -4.8% | -29.6% |
| YTD | -14.3% | -40.2% | +25.9% | -12.0% |
| 1Y | -8.4% | -38.0% | +29.6% | -6.1% |
| 3Y | +56.7% | -30.5% | +87.2% | +58.9% |
| 5Y | +18.5% | -38.1% | +56.6% | +18.7% |
| All | +18.5% | -38.6% | +57.1% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling