+157.4%
NOC vs HDB
+63.5%
+93.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +4.8% | +2.7% | +2.1% | +4.5% |
| 30D | +11.0% | +14.1% | -3.1% | +8.9% |
| 3M | -3.8% | +11.8% | -15.6% | -5.5% |
| 6M | +0.6% | +8.2% | -7.5% | -0.9% |
| YTD | -2.3% | -29.3% | +27.0% | +2.2% |
| 1Y | +0.3% | -28.8% | +29.0% | +4.8% |
| 3Y | +24.6% | -7.5% | +32.1% | +23.2% |
| 5Y | +66.0% | -23.1% | +89.0% | +67.4% |
| All | +157.4% | +63.5% | +93.9% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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