+101.3%
NOC vs USHY
+50.7%
+50.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -8.9% | 0.0% | -8.8% | -8.8% |
| 3M | -3.7% | +1.2% | -4.8% | -4.7% |
| 6M | -30.8% | +2.6% | -33.4% | -32.4% |
| YTD | -7.9% | +2.4% | -10.4% | -10.0% |
| 1Y | -9.4% | +4.2% | -13.7% | -12.8% |
| 3Y | +29.0% | +28.0% | +0.9% | +2.2% |
| 5Y | +56.1% | +21.8% | +34.3% | +31.9% |
| All | +101.3% | +50.7% | +50.6% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling