+109.7%
HAL vs NOC
+56.8%
+52.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +0.5% | -2.7% | +3.2% | +1.5% |
| 30D | +15.9% | -8.9% | +24.8% | +20.0% |
| 3M | -8.7% | -3.7% | -5.0% | -7.8% |
| 6M | +9.0% | -30.8% | +39.8% | +25.4% |
| YTD | +32.0% | -7.9% | +40.0% | +33.4% |
| 1Y | +72.5% | -9.4% | +81.9% | +75.0% |
| 3Y | -4.5% | +29.0% | -33.5% | -20.0% |
| 5Y | +109.7% | +56.1% | +53.6% | +51.2% |
| All | +109.7% | +56.8% | +52.9% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling