+60.4%
HL vs NOC
+16,477.4%
-16,416.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | +18.8% | -10.4% | +29.2% | +21.9% |
| 3M | +43.7% | -5.6% | +49.3% | +45.3% |
| 6M | -1.0% | -30.4% | +29.3% | +8.0% |
| YTD | +8.7% | -8.5% | +17.2% | +10.6% |
| 1Y | +105.0% | -8.3% | +113.3% | +108.2% |
| 3Y | +427.3% | +28.2% | +399.1% | +386.7% |
| 5Y | +249.3% | +56.7% | +192.6% | +204.1% |
| 10Y | +284.2% | +189.3% | +94.8% | +178.5% |
| All | +60.4% | +16,477.4% | -16,416.9% | -25.0% |
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