+635.0%
HLT vs NOC
+496.6%
+138.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -2.6% | -1.8% | -0.8% | -2.2% |
| 30D | -2.6% | -9.4% | +6.8% | -0.3% |
| 3M | -9.4% | -3.8% | -5.6% | -8.7% |
| 6M | +2.7% | -28.8% | +31.5% | +11.3% |
| YTD | +6.8% | -7.9% | +14.6% | +7.6% |
| 1Y | +12.4% | -9.0% | +21.4% | +13.4% |
| 3Y | +100.2% | +29.1% | +71.1% | +78.5% |
| 5Y | +143.7% | +58.9% | +84.8% | +93.1% |
| 10Y | +584.9% | +191.2% | +393.6% | +290.7% |
| All | +635.0% | +496.6% | +138.5% | +204.2% |
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 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