+17.2%
NOC vs ALHC
+21.9%
-4.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | -5.8% | +1.0% | -6.8% | -5.9% |
| 30D | +10.9% | -14.2% | +25.0% | +11.2% |
| 3M | -7.1% | -45.1% | +38.0% | -6.0% |
| 6M | -5.3% | -59.5% | +54.2% | -4.0% |
| YTD | -6.8% | -62.8% | +56.0% | -5.3% |
| 1Y | -6.7% | -55.5% | +48.8% | -5.4% |
| 3Y | +17.2% | +25.7% | -8.5% | +19.6% |
| All | +17.2% | +21.9% | -4.7% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling