+1,307.0%
NOC vs XHB
+167.3%
+1,139.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -8.9% | -9.1% | +0.2% | -6.3% |
| 3M | -3.7% | -2.3% | -1.4% | -3.5% |
| 6M | -30.8% | -4.1% | -26.7% | -30.6% |
| YTD | -7.9% | -1.7% | -6.2% | -8.5% |
| 1Y | -9.4% | -15.1% | +5.7% | -6.1% |
| 3Y | +29.0% | +26.8% | +2.1% | +14.5% |
| 5Y | +56.1% | +37.3% | +18.7% | +31.2% |
| 10Y | +186.3% | +205.7% | -19.4% | +77.4% |
| All | +1,307.0% | +167.3% | +1,139.8% | +605.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling