+138.4%
HLT vs NOC
+58.2%
+80.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | +0.8% | -2.4% | -1.6% |
| 30D | -5.0% | -9.7% | +4.7% | -4.5% |
| 3M | -10.4% | -5.6% | -4.7% | -10.2% |
| 6M | +3.2% | -28.6% | +31.8% | +4.8% |
| YTD | +6.7% | -7.9% | +14.6% | +6.6% |
| 1Y | +10.3% | -9.5% | +19.8% | +10.2% |
| 3Y | +99.3% | +28.4% | +71.0% | +93.2% |
| All | +138.4% | +58.2% | +80.2% | +103.1% |
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