+571.9%
HPE vs NOC
+277.7%
+294.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.8% |
| 7D | +7.9% | +4.8% | +3.0% | +6.5% |
| 30D | -23.5% | +11.0% | -34.5% | -25.7% |
| 3M | -19.1% | -3.8% | -15.3% | -18.5% |
| 6M | +51.4% | +0.6% | +50.8% | +49.8% |
| YTD | +103.4% | -2.3% | +105.7% | +100.9% |
| 1Y | +114.4% | +0.3% | +114.1% | +109.8% |
| 3Y | +224.7% | +24.6% | +200.1% | +185.8% |
| 5Y | +277.8% | +66.0% | +211.8% | +177.8% |
| 10Y | +371.1% | +161.2% | +209.9% | +166.3% |
| All | +571.9% | +277.7% | +294.2% | +195.8% |
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