+132.3%
HON vs NOC
+192.5%
-60.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.5% | +0.8% | -4.2% | -3.7% |
| 30D | -13.8% | -9.7% | -4.1% | -10.6% |
| 3M | -11.7% | -5.6% | -6.0% | -10.1% |
| 6M | -18.7% | -28.6% | +9.9% | -8.6% |
| YTD | +0.2% | -7.9% | +8.1% | +2.3% |
| 1Y | -3.1% | -9.5% | +6.5% | -0.5% |
| 3Y | +17.0% | +28.4% | -11.4% | +2.3% |
| 5Y | +2.0% | +59.0% | -56.9% | -22.1% |
| All | +132.3% | +192.5% | -60.2% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling