+156.8%
NOC vs FHN
+80.9%
+75.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +4.5% | +1.3% | +3.3% | +4.3% |
| 30D | +14.1% | +2.8% | +11.3% | +13.6% |
| 3M | -4.5% | -8.9% | +4.5% | -3.0% |
| 6M | -0.8% | -0.7% | -0.1% | -0.7% |
| YTD | -2.5% | +0.1% | -2.6% | -2.8% |
| 1Y | -0.1% | +10.4% | -10.5% | -2.0% |
| 3Y | +24.6% | +128.8% | -104.2% | +5.4% |
| 5Y | +65.6% | +61.5% | +4.1% | +44.1% |
| All | +156.8% | +80.9% | +75.9% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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