-9.3%
LHX vs HRB
+16.9%
-26.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.4% | -10.8% | -7.0% |
| 7D | -0.3% | +16.0% | -16.4% | -2.2% |
| 30D | +9.7% | +32.1% | -22.4% | +6.1% |
| 3M | -8.5% | +21.5% | -30.0% | -10.7% |
| 6M | -15.1% | +82.1% | -97.2% | -18.6% |
| YTD | -10.4% | +31.6% | -42.0% | -13.9% |
| 1Y | -9.3% | +15.9% | -25.2% | -13.6% |
| All | -9.3% | +16.9% | -26.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling