+33,321.4%
HD vs NOC
+16,780.9%
+16,540.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.3% | -5.8% | +10.2% | +6.0% |
| 30D | +20.2% | +10.9% | +9.3% | +16.5% |
| 3M | -1.0% | -7.1% | +6.1% | +0.8% |
| 6M | +7.9% | -5.3% | +13.2% | +8.9% |
| YTD | +2.0% | -6.8% | +8.8% | +2.7% |
| 1Y | -4.3% | -6.7% | +2.4% | -3.7% |
| 3Y | +25.9% | +17.2% | +8.8% | +16.4% |
| 5Y | +5.8% | +56.3% | -50.4% | -12.5% |
| 10Y | +262.5% | +173.7% | +88.8% | +149.5% |
| All | +33,321.4% | +16,780.9% | +16,540.5% | +8,924.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling