+186.3%
NOC vs HAS
+53.3%
+133.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.2% |
| 30D | -8.9% | -2.7% | -6.2% | -8.5% |
| 3M | -3.7% | +8.9% | -12.6% | -5.2% |
| 6M | -30.8% | -2.9% | -27.9% | -30.8% |
| YTD | -7.9% | +12.6% | -20.6% | -10.3% |
| 1Y | -9.4% | +17.5% | -26.9% | -12.5% |
| 3Y | +29.0% | +46.2% | -17.2% | +17.9% |
| 5Y | +56.1% | +12.6% | +43.5% | +48.4% |
| 10Y | +186.3% | +55.7% | +130.6% | +145.3% |
| All | +186.3% | +53.3% | +133.0% | +145.3% |
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