+7,700.9%
LHX vs HST
+1,330.6%
+6,370.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.0% | -1.0% | -0.9% | -1.7% |
| 30D | -9.9% | -12.3% | +2.3% | -7.4% |
| 3M | -16.5% | -6.4% | -10.1% | -15.4% |
| 6M | -29.6% | +15.0% | -44.6% | -32.1% |
| YTD | -11.6% | +30.5% | -42.1% | -17.1% |
| 1Y | -4.1% | +35.7% | -39.7% | -11.1% |
| 3Y | +53.3% | +68.4% | -15.1% | +33.5% |
| 5Y | +22.3% | +73.1% | -50.9% | +2.9% |
| 10Y | +231.9% | +92.7% | +139.1% | +158.2% |
| All | +7,700.9% | +1,330.6% | +6,370.3% | +2,875.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling