+189.8%
NOC vs XHB
+215.4%
-25.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | +0.8% | -4.6% | +5.4% | +2.0% |
| 30D | -9.7% | -9.1% | -0.6% | -7.6% |
| 3M | -5.6% | -8.6% | +2.9% | -3.9% |
| 6M | -28.6% | -4.0% | -24.6% | -28.4% |
| YTD | -7.9% | -3.9% | -3.9% | -7.9% |
| 1Y | -9.5% | -16.5% | +6.9% | -6.2% |
| 3Y | +28.4% | +22.6% | +5.8% | +15.5% |
| 5Y | +59.0% | +33.9% | +25.0% | +35.6% |
| All | +189.8% | +215.4% | -25.6% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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