-7.5%
NOC vs HBM
+47.3%
-54.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.2% | -4.5% |
| 7D | -5.0% | -5.8% | +0.9% | -5.0% |
| 30D | +10.3% | -18.5% | +28.8% | +10.4% |
| 3M | -4.3% | -10.3% | +6.0% | -4.6% |
| 6M | -6.5% | +2.1% | -8.6% | -7.5% |
| YTD | -6.7% | +12.0% | -18.8% | -9.0% |
| 1Y | -7.5% | +49.8% | -57.2% | -8.6% |
| All | -7.5% | +47.3% | -54.8% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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