+161.4%
NOC vs FHN
+90.7%
+70.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | +4.9% | -0.9% | +5.8% | +5.0% |
| 30D | +13.6% | +2.0% | +11.6% | +13.2% |
| 3M | -3.9% | -6.8% | +3.0% | -2.8% |
| 6M | +1.4% | -0.8% | +2.2% | +1.4% |
| YTD | -2.2% | +0.6% | -2.8% | -2.5% |
| 1Y | -1.2% | +11.5% | -12.7% | -3.2% |
| 3Y | +25.0% | +130.0% | -105.0% | +5.7% |
| 5Y | +66.0% | +60.8% | +5.2% | +44.6% |
| 10Y | +161.4% | +84.0% | +77.4% | +105.5% |
| All | +161.4% | +90.7% | +70.7% | +105.5% |
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