+16.9%
HON vs NOC
+28.9%
-12.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -2.6% | -1.8% | -0.9% | -2.3% |
| 30D | -11.9% | -9.4% | -2.4% | -10.0% |
| 3M | -6.1% | -3.8% | -2.2% | -5.4% |
| 6M | -19.2% | -28.8% | +9.6% | -13.8% |
| YTD | +0.2% | -7.9% | +8.0% | +1.7% |
| 1Y | -1.5% | -9.0% | +7.6% | +0.4% |
| All | +16.9% | +28.9% | -12.0% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling