+19.2%
LHX vs HST
+75.9%
-56.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.1% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | -13.2% | -2.8% | -10.4% | -12.8% |
| 3M | -18.4% | -6.5% | -11.9% | -17.7% |
| 6M | -32.0% | +20.7% | -52.7% | -34.1% |
| YTD | -13.6% | +30.5% | -44.1% | -17.5% |
| 1Y | -6.0% | +36.8% | -42.7% | -10.8% |
| 3Y | +57.9% | +65.9% | -7.9% | +44.1% |
| 5Y | +19.2% | +73.9% | -54.7% | +8.6% |
| All | +19.2% | +75.9% | -56.7% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling