+392.8%
HL vs NOC
+28.9%
+363.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | +0.8% | -5.1% | -4.6% |
| 30D | +9.3% | -9.7% | +19.0% | +12.1% |
| 3M | +32.0% | -5.6% | +37.6% | +33.4% |
| 6M | -6.4% | -28.6% | +22.1% | +2.5% |
| YTD | +3.1% | -7.9% | +11.0% | +5.2% |
| 1Y | +77.6% | -9.5% | +87.1% | +81.8% |
| 3Y | +392.8% | +28.4% | +364.5% | +363.8% |
| All | +392.8% | +28.9% | +363.9% | +363.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling