+57.6%
NOC vs FHN
+90.8%
-33.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -2.7% | +2.7% | -5.4% | -3.0% |
| 30D | -8.9% | -3.1% | -5.8% | -8.6% |
| 3M | -3.7% | +2.3% | -6.0% | -4.0% |
| 6M | -30.8% | +9.7% | -40.5% | -31.5% |
| YTD | -7.9% | +4.7% | -12.7% | -8.5% |
| 1Y | -9.4% | +13.8% | -23.2% | -10.8% |
| 3Y | +29.0% | +131.6% | -102.6% | +15.1% |
| All | +57.6% | +90.8% | -33.1% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling