+15,768.5%
NOC vs HST
+1,330.6%
+14,437.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -5.2% | -1.0% | -4.1% | -5.0% |
| 30D | -7.2% | -12.3% | +5.1% | -5.4% |
| 3M | -5.1% | -6.4% | +1.3% | -4.3% |
| 6M | -31.1% | +15.0% | -46.1% | -32.8% |
| YTD | -8.6% | +30.5% | -39.1% | -12.8% |
| 1Y | -9.7% | +35.7% | -45.4% | -14.5% |
| 3Y | +24.3% | +68.4% | -44.1% | +12.3% |
| 5Y | +52.6% | +73.1% | -20.5% | +34.5% |
| 10Y | +183.6% | +92.7% | +90.9% | +135.2% |
| All | +15,768.5% | +1,330.6% | +14,437.8% | +8,512.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling