+238.2%
HL vs NOC
+57.3%
+180.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.6% | -4.2% |
| 7D | -5.6% | -1.8% | -3.9% | -5.1% |
| 30D | +12.7% | -9.4% | +22.2% | +15.9% |
| 3M | +42.5% | -3.8% | +46.4% | +43.4% |
| 6M | -9.0% | -28.8% | +19.8% | +0.8% |
| YTD | +4.4% | -7.9% | +12.3% | +6.4% |
| 1Y | +82.7% | -9.0% | +91.7% | +86.6% |
| 3Y | +406.3% | +29.1% | +377.2% | +354.9% |
| 5Y | +238.2% | +58.9% | +179.2% | +168.2% |
| All | +238.2% | +57.3% | +180.9% | +168.2% |
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