+156.8%
NOC vs HAS
+99.1%
+57.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +4.5% | +1.6% | +2.9% | +4.3% |
| 30D | +14.1% | +26.6% | -12.5% | +10.0% |
| 3M | -4.5% | +29.0% | -33.4% | -8.2% |
| 6M | -0.8% | +30.6% | -31.3% | -5.0% |
| YTD | -2.5% | +51.5% | -54.0% | -9.3% |
| 1Y | -0.1% | +58.5% | -58.6% | -7.8% |
| 3Y | +24.6% | +214.1% | -189.5% | -0.7% |
| 5Y | +65.6% | +50.2% | +15.4% | +51.0% |
| All | +156.8% | +99.1% | +57.7% | +106.3% |
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