+154.4%
NOC vs HST
+138.5%
+16.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | -2.7% | -3.1% | -5.5% |
| 30D | +10.9% | +10.7% | +0.2% | +9.1% |
| 3M | -7.1% | +6.3% | -13.4% | -8.0% |
| 6M | -5.3% | +19.0% | -24.3% | -8.1% |
| YTD | -6.8% | +47.0% | -53.8% | -12.7% |
| 1Y | -6.7% | +53.4% | -60.2% | -13.2% |
| 3Y | +17.2% | +78.0% | -60.8% | +5.0% |
| 5Y | +56.3% | +71.7% | -15.4% | +37.7% |
| All | +154.4% | +138.5% | +16.0% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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