+92.3%
LMT vs HUT
+450.5%
-358.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.2% |
| 7D | -0.2% | +5.4% | -5.6% | -0.3% |
| 30D | -13.1% | +8.6% | -21.7% | -13.1% |
| 3M | -3.9% | -15.2% | +11.4% | -3.8% |
| 6M | -18.3% | +92.9% | -111.1% | -18.8% |
| YTD | +10.3% | +114.6% | -104.3% | +9.4% |
| 1Y | +14.2% | +208.5% | -194.3% | +12.9% |
| 3Y | +35.0% | +821.5% | -786.5% | +31.4% |
| 5Y | +73.2% | +101.8% | -28.6% | +69.1% |
| All | +92.3% | +450.5% | -358.3% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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