+36.9%
LMT vs HST
+55.2%
-18.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | 0.0% | +2.5% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | +18.4% | +14.5% | +3.9% | +18.7% |
| 3M | +0.6% | +15.4% | -14.8% | +1.0% |
| 6M | +20.6% | +22.0% | -1.4% | +19.9% |
| YTD | +27.0% | +54.9% | -27.9% | +20.4% |
| 1Y | +36.9% | +54.0% | -17.1% | +30.0% |
| All | +36.9% | +55.2% | -18.4% | +30.0% |
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