+27.5%
NOC vs XHB
+24.0%
+3.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | -10.4% | -8.3% | -2.1% | -10.0% |
| 3M | -5.6% | -7.1% | +1.5% | -5.3% |
| 6M | -30.4% | -5.3% | -25.1% | -30.3% |
| YTD | -8.5% | -3.2% | -5.3% | -8.5% |
| 1Y | -8.3% | -13.9% | +5.5% | -8.0% |
| All | +27.5% | +24.0% | +3.5% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling