+101.5%
NOC vs USHY
+49.7%
+51.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.8% | -0.7% | +1.5% | +1.4% |
| 30D | -9.7% | -0.7% | -9.0% | -9.1% |
| 3M | -5.6% | +0.1% | -5.7% | -5.7% |
| 6M | -28.6% | +1.8% | -30.4% | -29.7% |
| YTD | -7.9% | +1.8% | -9.7% | -9.4% |
| 1Y | -9.5% | +3.3% | -12.8% | -12.2% |
| 3Y | +28.4% | +27.0% | +1.4% | +2.5% |
| 5Y | +59.0% | +21.0% | +37.9% | +35.1% |
| All | +101.5% | +49.7% | +51.8% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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