+60.4%
LHX vs HST
+65.5%
-5.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.5% | +2.0% | -4.5% | -2.8% |
| 30D | -10.4% | -5.2% | -5.1% | -9.6% |
| 3M | -14.9% | -6.2% | -8.7% | -14.2% |
| 6M | -29.6% | +20.4% | -50.1% | -32.4% |
| YTD | -11.8% | +30.6% | -42.4% | -16.7% |
| 1Y | -5.1% | +37.4% | -42.4% | -11.2% |
| All | +60.4% | +65.5% | -5.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling