-9.7%
NOC vs HBM
+123.0%
-132.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | -5.2% | -6.4% | +1.2% | -5.0% |
| 30D | -7.2% | +5.9% | -13.1% | -7.5% |
| 3M | -5.1% | -8.9% | +3.8% | -4.5% |
| 6M | -31.1% | +10.7% | -41.7% | -31.5% |
| YTD | -8.6% | +38.3% | -46.9% | -11.5% |
| 1Y | -9.7% | +121.3% | -131.1% | -15.4% |
| All | -9.7% | +123.0% | -132.7% | -15.4% |
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