+225.8%
LHX vs HST
+109.4%
+116.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -12.7% | -0.7% | -12.1% | -12.6% |
| 3M | -17.6% | -4.0% | -13.6% | -17.1% |
| 6M | -30.7% | +20.7% | -51.4% | -33.9% |
| YTD | -14.3% | +31.0% | -45.4% | -19.9% |
| 1Y | -8.4% | +36.2% | -44.6% | -15.3% |
| 3Y | +56.7% | +66.6% | -10.0% | +36.2% |
| 5Y | +18.5% | +75.8% | -57.3% | -1.8% |
| All | +225.8% | +109.4% | +116.4% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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