+31,139.8%
HD vs NOC
+16,458.4%
+14,681.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.7% |
| 7D | -2.1% | -5.2% | +3.1% | -0.6% |
| 30D | -8.4% | -7.2% | -1.2% | -6.5% |
| 3M | +4.3% | -5.1% | +9.5% | +5.6% |
| 6M | -11.1% | -31.1% | +19.9% | -1.7% |
| YTD | -4.7% | -8.6% | +3.9% | -3.2% |
| 1Y | -19.8% | -9.7% | -10.1% | -18.4% |
| 3Y | +4.1% | +24.3% | -20.2% | -5.6% |
| 5Y | +10.3% | +52.6% | -42.3% | -8.1% |
| 10Y | +203.2% | +183.6% | +19.6% | +107.0% |
| All | +31,139.8% | +16,458.4% | +14,681.4% | +8,402.7% |
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