+16,077.5%
NOC vs HAS
+4,652.9%
+11,424.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -5.8% | -0.2% | -5.7% | -5.8% |
| 30D | +10.9% | +31.0% | -20.1% | +6.6% |
| 3M | -7.1% | +30.7% | -37.8% | -10.7% |
| 6M | -5.3% | +23.9% | -29.2% | -8.6% |
| YTD | -6.8% | +48.3% | -55.1% | -12.6% |
| 1Y | -6.7% | +60.2% | -66.9% | -13.6% |
| 3Y | +17.2% | +189.2% | -172.0% | -2.4% |
| 5Y | +56.3% | +50.4% | +5.8% | +41.7% |
| 10Y | +173.7% | +104.2% | +69.5% | +128.7% |
| All | +16,077.5% | +4,652.9% | +11,424.6% | +8,690.6% |
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