+25.9%
LMT vs HST
+76.4%
-50.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.2% | -6.8% |
| 7D | -5.5% | +3.3% | -8.8% | -5.3% |
| 30D | +17.5% | +16.4% | +1.1% | +18.5% |
| 3M | +1.6% | +5.5% | -3.9% | +1.8% |
| 6M | +16.3% | +31.1% | -14.8% | +16.8% |
| YTD | +25.3% | +55.9% | -30.7% | +24.3% |
| 1Y | +25.9% | +75.6% | -49.7% | +28.2% |
| All | +25.9% | +76.4% | -50.5% | +28.2% |
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 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