+595.7%
HAL vs NOC
+16,458.4%
-15,862.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.4% |
| 7D | +2.9% | -5.2% | +8.1% | +5.1% |
| 30D | +17.0% | -7.2% | +24.2% | +20.4% |
| 3M | -9.7% | -5.1% | -4.5% | -8.1% |
| 6M | +8.6% | -31.1% | +39.7% | +24.7% |
| YTD | +33.0% | -8.6% | +41.6% | +35.8% |
| 1Y | +68.3% | -9.7% | +78.0% | +72.4% |
| 3Y | +0.1% | +24.3% | -24.2% | -11.5% |
| 5Y | +102.6% | +52.6% | +50.0% | +63.3% |
| 10Y | +3.8% | +183.6% | -179.8% | -34.0% |
| All | +595.7% | +16,458.4% | -15,862.6% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling