+15,768.5%
NOC vs FHN
+1,824.4%
+13,944.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.2% | +1.2% | -6.4% | -5.4% |
| 30D | -7.2% | -4.7% | -2.5% | -6.5% |
| 3M | -5.1% | +3.5% | -8.7% | -5.7% |
| 6M | -31.1% | +7.8% | -38.9% | -32.0% |
| YTD | -8.6% | +5.9% | -14.5% | -9.7% |
| 1Y | -9.7% | +12.5% | -22.2% | -11.8% |
| 3Y | +24.3% | +117.2% | -92.9% | +6.4% |
| 5Y | +52.6% | +86.5% | -33.9% | +30.0% |
| 10Y | +183.6% | +125.7% | +57.9% | +120.7% |
| All | +15,768.5% | +1,824.4% | +13,944.0% | +9,448.6% |
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