+51.0%
HPQ vs NOC
+58.2%
-7.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | +0.8% | +9.0% | +9.7% |
| 30D | +22.4% | -9.7% | +32.1% | +22.9% |
| 3M | +45.2% | -5.6% | +50.8% | +45.5% |
| 6M | +96.4% | -28.6% | +125.0% | +99.6% |
| YTD | +65.4% | -7.9% | +73.3% | +64.7% |
| 1Y | +31.6% | -9.5% | +41.1% | +31.3% |
| 3Y | +37.0% | +28.4% | +8.7% | +30.6% |
| All | +51.0% | +58.2% | -7.3% | +41.6% |
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