+161.3%
NOC vs HAS
+106.1%
+55.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.4% |
| 7D | -2.9% | +2.2% | -5.1% | -3.3% |
| 30D | +12.1% | +29.6% | -17.4% | +7.8% |
| 3M | -5.3% | +30.3% | -35.5% | -9.1% |
| 6M | -1.0% | +25.6% | -26.6% | -4.7% |
| YTD | -4.3% | +50.8% | -55.1% | -10.9% |
| 1Y | -3.6% | +63.0% | -66.7% | -11.5% |
| 3Y | +22.9% | +211.6% | -188.7% | -2.0% |
| 5Y | +60.4% | +50.4% | +10.0% | +46.1% |
| 10Y | +161.3% | +101.9% | +59.4% | +109.0% |
| All | +161.3% | +106.1% | +55.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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