-4.0%
LHX vs HST
+53.2%
-57.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.8% | +3.6% | +1.2% | +4.3% |
| 30D | +14.7% | +11.2% | +3.5% | +13.1% |
| 3M | -5.1% | +13.1% | -18.2% | -6.6% |
| 6M | -9.9% | +23.9% | -33.8% | -13.2% |
| YTD | -6.1% | +52.3% | -58.4% | -14.1% |
| 1Y | -4.0% | +56.7% | -60.7% | -11.7% |
| All | -4.0% | +53.2% | -57.2% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling