+27.5%
NOC vs HIG
+101.4%
-73.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -10.4% | -2.8% | -7.6% | -9.7% |
| 3M | -5.6% | +6.3% | -12.0% | -7.1% |
| 6M | -30.4% | -0.1% | -30.3% | -30.5% |
| YTD | -8.5% | +0.4% | -8.9% | -8.8% |
| 1Y | -8.3% | +6.2% | -14.6% | -10.1% |
| All | +27.5% | +101.4% | -73.9% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling