+7,517.2%
LHX vs HRB
+3,081.6%
+4,435.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.7% |
| 7D | -3.7% | -10.6% | +6.9% | -1.1% |
| 30D | -13.2% | -0.8% | -12.3% | -13.3% |
| 3M | -18.4% | +19.1% | -37.4% | -22.3% |
| 6M | -32.0% | +48.7% | -80.7% | -39.3% |
| YTD | -13.6% | +7.1% | -20.7% | -16.9% |
| 1Y | -6.0% | -8.3% | +2.4% | -6.2% |
| 3Y | +57.9% | +25.8% | +32.1% | +43.0% |
| 5Y | +19.2% | +111.1% | -91.9% | -7.9% |
| 10Y | +232.3% | +206.6% | +25.7% | +116.0% |
| All | +7,517.2% | +3,081.6% | +4,435.6% | +2,196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling