+30.2%
HWM vs NOC
-9.7%
+40.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -8.0% | -1.6% | -6.5% | -7.5% |
| 30D | -18.0% | -10.4% | -7.6% | -14.7% |
| 3M | -9.5% | -5.6% | -3.9% | -7.5% |
| 6M | -8.4% | -30.4% | +22.0% | +4.9% |
| YTD | +13.6% | -8.5% | +22.1% | +15.2% |
| 1Y | +30.2% | -8.3% | +38.6% | +33.0% |
| All | +30.2% | -9.7% | +40.0% | +33.0% |
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 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