+16,510.8%
NOC vs HST
+1,554.9%
+14,955.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.3% |
| 7D | -2.9% | -1.1% | -1.8% | -2.8% |
| 30D | +12.1% | +11.6% | +0.5% | +10.1% |
| 3M | -5.3% | +9.5% | -14.8% | -6.7% |
| 6M | -1.0% | +18.9% | -19.9% | -4.0% |
| YTD | -4.3% | +51.0% | -55.3% | -10.8% |
| 1Y | -3.6% | +53.0% | -56.6% | -10.4% |
| 3Y | +22.9% | +87.5% | -64.6% | +9.3% |
| 5Y | +60.4% | +76.7% | -16.3% | +41.0% |
| 10Y | +161.3% | +137.9% | +23.4% | +109.6% |
| All | +16,510.8% | +1,554.9% | +14,955.8% | +8,704.5% |
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