+25.6%
HAL vs NOC
-7.1%
+32.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -2.4% |
| 7D | -7.7% | -5.0% | -2.8% | -6.9% |
| 30D | +0.7% | +10.3% | -9.7% | -0.8% |
| 3M | +2.5% | -4.3% | +6.8% | +3.0% |
| 6M | -20.7% | -6.5% | -14.2% | -20.0% |
| YTD | +18.4% | -6.7% | +25.1% | +10.7% |
| 1Y | +25.6% | -7.5% | +33.1% | +17.9% |
| All | +25.6% | -7.1% | +32.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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