+57.9%
NOC vs HBM
+371.5%
-313.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.6% | +5.5% | -7.1% | -1.8% |
| 30D | -10.4% | +3.3% | -13.7% | -10.5% |
| 3M | -5.6% | +12.7% | -18.3% | -6.2% |
| 6M | -30.4% | +28.2% | -58.6% | -31.4% |
| YTD | -8.5% | +45.3% | -53.8% | -10.4% |
| 1Y | -8.3% | +121.7% | -130.0% | -11.9% |
| 3Y | +28.2% | +523.5% | -495.3% | +15.7% |
| All | +57.9% | +371.5% | -313.6% | +41.4% |
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 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