+3,070.9%
LHX vs HDB
+3,694.0%
-623.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.5% |
| 7D | -2.5% | -2.0% | -0.5% | -2.0% |
| 30D | -10.4% | -4.9% | -5.5% | -9.3% |
| 3M | -14.9% | -2.3% | -12.6% | -14.9% |
| 6M | -29.6% | -23.7% | -5.9% | -25.2% |
| YTD | -11.8% | -38.5% | +26.7% | -1.3% |
| 1Y | -5.1% | -36.5% | +31.4% | +5.3% |
| 3Y | +61.3% | -28.5% | +89.8% | +70.5% |
| 5Y | +22.4% | -37.4% | +59.8% | +30.7% |
| 10Y | +232.2% | +34.0% | +198.2% | +174.6% |
| All | +3,070.9% | +3,694.0% | -623.1% | +1,264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling