+65.8%
NOC vs HBM
+194.0%
-128.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +4.8% | +2.2% | +2.6% | +4.8% |
| 30D | +11.0% | -11.8% | +22.8% | +11.4% |
| 3M | -3.8% | -19.2% | +15.4% | -3.4% |
| 6M | +0.6% | -22.9% | +23.5% | +1.1% |
| YTD | -2.3% | +7.8% | -10.1% | -3.5% |
| 1Y | +0.3% | +34.9% | -34.7% | -1.9% |
| 3Y | +24.6% | +422.2% | -397.6% | +13.1% |
| All | +65.8% | +194.0% | -128.2% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling