+12.1%
HLT vs NOC
-10.0%
+22.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | -3.3% | -5.2% | +1.9% | -3.1% |
| 30D | -4.1% | -7.2% | +3.1% | -3.8% |
| 3M | -7.9% | -5.1% | -2.8% | -7.8% |
| 6M | +2.2% | -31.1% | +33.2% | +0.9% |
| YTD | +8.5% | -8.6% | +17.1% | +5.2% |
| 1Y | +12.1% | -9.7% | +21.9% | +8.6% |
| All | +12.1% | -10.0% | +22.2% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling