-2.7%
HD vs NOC
-0.9%
-1.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +4.5% | -5.0% | -0.9% |
| 30D | +18.5% | +14.1% | +4.4% | +16.9% |
| 3M | +2.2% | -4.5% | +6.6% | +2.1% |
| 6M | +13.8% | -0.8% | +14.6% | +13.4% |
| YTD | +3.4% | -2.5% | +5.9% | +1.0% |
| All | -2.7% | -0.9% | -1.8% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling