+15,768.5%
NOC vs HAS
+3,598.5%
+12,170.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -5.2% | -1.8% | -3.4% | -4.9% |
| 30D | -7.2% | +2.3% | -9.5% | -7.5% |
| 3M | -5.1% | +10.4% | -15.5% | -6.7% |
| 6M | -31.1% | -3.2% | -27.8% | -31.0% |
| YTD | -8.6% | +15.4% | -24.0% | -11.1% |
| 1Y | -9.7% | +18.8% | -28.5% | -12.7% |
| 3Y | +24.3% | +43.9% | -19.7% | +14.8% |
| 5Y | +52.6% | +13.9% | +38.7% | +44.0% |
| 10Y | +183.6% | +56.4% | +127.2% | +146.3% |
| All | +15,768.5% | +3,598.5% | +12,170.0% | +8,847.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling