+5,596.8%
HON vs NOC
+16,574.1%
-10,977.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -0.8% | -2.7% | +1.9% | +0.2% |
| 30D | -15.2% | -8.9% | -6.3% | -12.2% |
| 3M | -6.0% | -3.7% | -2.3% | -4.9% |
| 6M | -14.9% | -30.8% | +15.9% | -2.7% |
| YTD | +3.2% | -7.9% | +11.1% | +5.4% |
| 1Y | 0.0% | -9.4% | +9.5% | +2.7% |
| 3Y | +21.5% | +29.0% | -7.5% | +6.4% |
| 5Y | +4.0% | +56.1% | -52.0% | -17.7% |
| 10Y | +138.4% | +186.3% | -47.9% | +45.7% |
| All | +5,596.8% | +16,574.1% | -10,977.3% | +1,154.7% |
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