+1,490.9%
HWM vs NOC
+159.4%
+1,331.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +11.1% | +4.5% | +6.6% | +8.9% |
| 30D | +3.0% | +14.1% | -11.1% | -3.5% |
| 3M | -20.7% | -4.5% | -16.3% | -19.3% |
| 6M | -17.2% | -0.8% | -16.4% | -17.5% |
| YTD | +9.1% | -2.5% | +11.6% | +8.7% |
| 1Y | +9.0% | -0.1% | +9.1% | +7.3% |
| 3Y | +353.8% | +24.6% | +329.2% | +284.5% |
| 5Y | +608.0% | +65.6% | +542.5% | +373.1% |
| All | +1,490.9% | +159.4% | +1,331.5% | +698.5% |
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 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