+65.8%
NOC vs HAS
+48.2%
+17.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +4.8% | +1.4% | +3.5% | +4.8% |
| 30D | +11.0% | +26.3% | -15.2% | +9.5% |
| 3M | -3.8% | +25.6% | -29.4% | -5.1% |
| 6M | +0.6% | +30.3% | -29.6% | -0.9% |
| YTD | -2.3% | +50.4% | -52.6% | -4.9% |
| 1Y | +0.3% | +57.7% | -57.5% | -2.8% |
| 3Y | +24.6% | +213.4% | -188.8% | +12.1% |
| All | +65.8% | +48.2% | +17.6% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling