-3.1%
HON vs NOC
-9.0%
+5.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.0% |
| 3M | -11.7% | -5.6% | -6.0% | -10.1% |
| 6M | -18.7% | -28.6% | +9.9% | -9.9% |
| YTD | +0.2% | -7.9% | +8.1% | +0.3% |
| 1Y | -3.1% | -9.5% | +6.5% | -0.5% |
| All | -3.1% | -9.0% | +5.9% | -0.5% |
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