+1,388.5%
HWM vs NOC
+168.6%
+1,219.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | +3.4% | -5.8% | +9.2% | +6.3% |
| 30D | -7.5% | +10.9% | -18.4% | -12.2% |
| 3M | -28.9% | -7.1% | -21.8% | -26.7% |
| 6M | -19.6% | -5.3% | -14.3% | -18.2% |
| YTD | +0.6% | -6.8% | +7.4% | +2.3% |
| 1Y | +0.3% | -6.7% | +7.0% | +2.0% |
| 3Y | +326.1% | +17.2% | +309.0% | +272.2% |
| 5Y | +525.2% | +56.3% | +468.9% | +331.3% |
| 10Y | +1,492.9% | +173.7% | +1,319.1% | +724.5% |
| All | +1,388.5% | +168.6% | +1,219.8% | +671.8% |
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