+10.8%
HD vs NOC
+53.6%
-42.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | -2.1% | -5.2% | +3.1% | -1.5% |
| 30D | -8.4% | -7.2% | -1.2% | -7.7% |
| 3M | +4.3% | -5.1% | +9.5% | +4.9% |
| 6M | -11.1% | -31.1% | +19.9% | -7.6% |
| YTD | -4.7% | -8.6% | +3.9% | -4.2% |
| 1Y | -19.8% | -9.7% | -10.1% | -19.4% |
| 3Y | +4.1% | +24.3% | -20.2% | -0.7% |
| All | +10.8% | +53.6% | -42.8% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling