+77.8%
NOC vs ALHC
-29.3%
+107.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -2.7% | -1.0% | -1.7% | -2.7% |
| 30D | -8.9% | -6.3% | -2.5% | -8.7% |
| 3M | -3.7% | -12.3% | +8.6% | -3.7% |
| 6M | -30.8% | -27.0% | -3.8% | -30.5% |
| YTD | -7.9% | -31.8% | +23.9% | -7.5% |
| 1Y | -9.4% | -17.0% | +7.6% | -9.4% |
| 3Y | +29.0% | +159.8% | -130.9% | +23.7% |
| 5Y | +56.1% | -25.1% | +81.2% | +52.0% |
| All | +77.8% | -29.3% | +107.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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