+55.6%
NOC vs HST
+74.0%
-18.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -5.2% | -1.0% | -4.1% | -5.1% |
| 30D | -7.2% | -12.3% | +5.1% | -6.5% |
| 3M | -5.1% | -6.4% | +1.3% | -4.8% |
| 6M | -31.1% | +15.0% | -46.1% | -31.9% |
| YTD | -8.6% | +30.5% | -39.1% | -10.5% |
| 1Y | -9.7% | +35.7% | -45.4% | -11.9% |
| 3Y | +24.3% | +68.4% | -44.1% | +18.7% |
| All | +55.6% | +74.0% | -18.4% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling