+498.3%
HAL vs NOC
+17,233.0%
-16,734.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.9% |
| 7D | -7.9% | -2.9% | -5.0% | -6.8% |
| 30D | -2.1% | +12.1% | -14.2% | -6.6% |
| 3M | +0.4% | -5.3% | +5.7% | +2.2% |
| 6M | -19.2% | -1.0% | -18.2% | -19.6% |
| YTD | +14.4% | -4.3% | +18.7% | +14.4% |
| 1Y | +18.0% | -3.6% | +21.6% | +17.6% |
| 3Y | -9.7% | +22.9% | -32.6% | -19.9% |
| 5Y | +40.1% | +60.4% | -20.2% | +10.7% |
| 10Y | -19.1% | +161.3% | -180.4% | -47.2% |
| All | +498.3% | +17,233.0% | -16,734.6% | +59.4% |
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