+88.7%
NOC vs ALHC
-61.4%
+150.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | +4.8% | +0.3% | +4.6% | +4.8% |
| 30D | +11.0% | -10.6% | +21.6% | +11.3% |
| 3M | -3.8% | -45.3% | +41.5% | -2.4% |
| 6M | +0.6% | -59.7% | +60.4% | +2.5% |
| YTD | -2.3% | -62.7% | +60.4% | -0.4% |
| 1Y | +0.3% | -56.1% | +56.4% | +1.8% |
| 3Y | +24.6% | +21.3% | +3.4% | +22.1% |
| 5Y | +66.0% | -66.0% | +132.0% | +64.4% |
| All | +88.7% | -61.4% | +150.1% | +87.6% |
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