+18.7%
HPQ vs NOC
-10.0%
+28.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.0% |
| 7D | +6.9% | -5.2% | +12.1% | +6.5% |
| 30D | +14.4% | -7.2% | +21.6% | +13.9% |
| 3M | +25.6% | -5.1% | +30.7% | +25.3% |
| 6M | +75.0% | -31.1% | +106.1% | +70.4% |
| YTD | +50.7% | -8.6% | +59.3% | +43.3% |
| 1Y | +18.7% | -9.7% | +28.4% | +16.9% |
| All | +18.7% | -10.0% | +28.7% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling