+340.8%
HPE vs NOC
+57.3%
+283.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.3% |
| 7D | +1.4% | -1.8% | +3.2% | +1.5% |
| 30D | +1.5% | -9.4% | +11.0% | +1.8% |
| 3M | +21.7% | -3.8% | +25.6% | +21.9% |
| 6M | +164.2% | -28.8% | +192.9% | +169.2% |
| YTD | +132.1% | -7.9% | +139.9% | +132.2% |
| 1Y | +130.6% | -9.0% | +139.7% | +131.2% |
| 3Y | +244.1% | +29.1% | +215.1% | +229.7% |
| 5Y | +340.8% | +58.9% | +281.9% | +292.0% |
| All | +340.8% | +57.3% | +283.5% | +292.0% |
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