+16,820.8%
NOC vs FHN
+1,718.9%
+15,101.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| 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% | +5.9% |
| 5Y | +65.6% | +61.5% | +4.1% | +44.7% |
| 10Y | +160.5% | +83.0% | +77.5% | +110.1% |
| All | +16,820.8% | +1,718.9% | +15,101.9% | +10,175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling