+741.5%
HWM vs NOC
+53.6%
+687.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | -2.1% | -5.2% | +3.1% | -0.7% |
| 30D | -11.0% | -7.2% | -3.8% | -9.2% |
| 3M | +4.0% | -5.1% | +9.1% | +5.4% |
| 6M | -0.2% | -31.1% | +30.8% | +9.4% |
| YTD | +26.7% | -8.6% | +35.2% | +29.3% |
| 1Y | +44.7% | -9.7% | +54.4% | +48.2% |
| 3Y | +426.1% | +24.3% | +401.8% | +386.6% |
| All | +741.5% | +53.6% | +687.8% | +577.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling