+775.4%
HBAN vs NOC
+16,574.1%
-15,798.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +2.1% | -2.7% | +4.8% | +3.0% |
| 30D | -4.5% | -8.9% | +4.4% | -1.5% |
| 3M | +2.6% | -3.7% | +6.2% | +3.4% |
| 6M | +4.7% | -30.8% | +35.5% | +18.5% |
| YTD | -1.5% | -7.9% | +6.4% | +0.1% |
| 1Y | -1.9% | -9.4% | +7.5% | +0.1% |
| 3Y | +75.2% | +29.0% | +46.2% | +52.7% |
| 5Y | +37.2% | +56.1% | -18.9% | +8.6% |
| 10Y | +156.6% | +186.3% | -29.7% | +59.7% |
| All | +775.4% | +16,574.1% | -15,798.7% | +140.7% |
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