+206.5%
LMT vs HST
+143.8%
+62.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +19.2% | +13.4% | +5.8% | +16.6% |
| 3M | +2.7% | +16.7% | -14.0% | 0.0% |
| 6M | +20.6% | +24.0% | -3.4% | +15.9% |
| YTD | +28.4% | +54.0% | -25.5% | +18.5% |
| 1Y | +36.9% | +55.0% | -18.1% | +26.1% |
| 3Y | +48.5% | +89.3% | -40.8% | +30.0% |
| 5Y | +107.6% | +85.4% | +22.2% | +77.4% |
| 10Y | +206.5% | +137.1% | +69.3% | +130.8% |
| All | +206.5% | +143.8% | +62.7% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling