+157.4%
NOC vs XHB
+237.3%
-79.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +4.8% | -0.2% | +5.1% | +4.9% |
| 30D | +11.0% | +9.9% | +1.1% | +8.2% |
| 3M | -3.8% | -6.3% | +2.5% | -2.5% |
| 6M | +0.6% | +3.8% | -3.2% | -1.1% |
| YTD | -2.3% | +0.1% | -2.4% | -3.5% |
| 1Y | +0.3% | -0.8% | +1.1% | -0.9% |
| 3Y | +24.6% | +35.6% | -11.0% | +8.8% |
| 5Y | +66.0% | +29.6% | +36.4% | +44.5% |
| All | +157.4% | +237.3% | -79.9% | +56.3% |
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