+162.8%
NOC vs HST
+143.2%
+19.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.4% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +14.1% | +14.5% | -0.4% | +11.8% |
| 3M | -4.6% | +15.4% | -20.0% | -6.8% |
| 6M | +0.7% | +22.0% | -21.3% | -2.6% |
| YTD | -2.6% | +54.9% | -57.5% | -9.5% |
| 1Y | -1.0% | +54.0% | -54.9% | -7.9% |
| 3Y | +24.5% | +90.4% | -66.0% | +10.4% |
| 5Y | +64.3% | +84.2% | -19.9% | +43.1% |
| 10Y | +162.8% | +144.6% | +18.2% | +109.1% |
| All | +162.8% | +143.2% | +19.5% | +109.1% |
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