+563.1%
HPE vs NOC
+192.5%
+370.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | +19.4% | +0.8% | +18.6% | +19.1% |
| 30D | +5.6% | -9.7% | +15.3% | +8.5% |
| 3M | +33.1% | -5.6% | +38.7% | +34.6% |
| 6M | +192.5% | -28.6% | +221.0% | +219.9% |
| YTD | +160.9% | -7.9% | +168.8% | +162.7% |
| 1Y | +155.0% | -9.5% | +164.5% | +157.9% |
| 3Y | +289.4% | +28.4% | +261.0% | +236.9% |
| 5Y | +395.7% | +59.0% | +336.7% | +270.4% |
| All | +563.1% | +192.5% | +370.6% | +279.3% |
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