+2,627.7%
HPQ vs NOC
+17,598.2%
-14,970.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +3.2% | +4.8% | -1.7% | +1.8% |
| 30D | -3.6% | +11.0% | -14.7% | -6.6% |
| 3M | -5.3% | -3.8% | -1.5% | -4.6% |
| 6M | +41.1% | +0.6% | +40.5% | +39.8% |
| YTD | +36.9% | -2.3% | +39.2% | +35.4% |
| 1Y | +23.5% | +0.3% | +23.3% | +21.1% |
| 3Y | +19.6% | +24.6% | -5.0% | +7.5% |
| 5Y | +11.4% | +66.0% | -54.6% | -10.6% |
| 10Y | +160.6% | +161.2% | -0.6% | +77.9% |
| All | +2,627.7% | +17,598.2% | -14,970.5% | +605.3% |
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 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