+189.8%
NOC vs HBM
+619.2%
-429.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.8% | -3.3% | +4.1% | +0.9% |
| 30D | -9.7% | -4.8% | -4.9% | -9.6% |
| 3M | -5.6% | -0.4% | -5.2% | -5.9% |
| 6M | -28.6% | +17.9% | -46.5% | -29.7% |
| YTD | -7.9% | +33.7% | -41.6% | -10.2% |
| 1Y | -9.5% | +95.6% | -105.1% | -14.0% |
| 3Y | +28.4% | +458.1% | -429.8% | +12.6% |
| 5Y | +59.0% | +329.0% | -270.0% | +38.8% |
| All | +189.8% | +619.2% | -429.3% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling