+222.0%
LHX vs HRB
+209.1%
+12.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | -4.3% | -8.0% | +3.8% | -2.6% |
| 30D | -15.1% | -16.0% | +0.8% | -12.1% |
| 3M | -21.0% | +26.9% | -47.8% | -25.2% |
| 6M | -32.0% | +51.1% | -83.1% | -38.5% |
| YTD | -15.3% | +7.1% | -22.4% | -17.7% |
| 1Y | -11.1% | -9.6% | -1.4% | -10.4% |
| 3Y | +54.0% | +25.4% | +28.6% | +41.4% |
| 5Y | +17.1% | +114.9% | -97.8% | -7.7% |
| All | +222.0% | +209.1% | +12.9% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling