+210.2%
HD vs NOC
+186.7%
+23.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -1.8% | -1.6% | -0.2% | -1.4% |
| 30D | -10.8% | -10.4% | -0.5% | -8.2% |
| 3M | -2.7% | -5.6% | +2.9% | -1.4% |
| 6M | -10.3% | -30.4% | +20.1% | -1.1% |
| YTD | -7.8% | -8.5% | +0.7% | -6.7% |
| 1Y | -23.1% | -8.3% | -14.8% | -22.4% |
| 3Y | +2.0% | +28.2% | -26.2% | -9.9% |
| 5Y | +6.2% | +56.7% | -50.5% | -16.7% |
| 10Y | +210.2% | +189.3% | +20.8% | +104.1% |
| All | +210.2% | +186.7% | +23.5% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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