+189.3%
NOC vs HDB
+32.4%
+156.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -1.6% | -4.9% | +3.3% | -0.9% |
| 30D | -10.4% | -5.8% | -4.5% | -9.6% |
| 3M | -5.6% | -5.2% | -0.4% | -5.2% |
| 6M | -30.4% | -25.7% | -4.7% | -27.6% |
| YTD | -8.5% | -39.6% | +31.1% | -1.9% |
| 1Y | -8.3% | -36.9% | +28.6% | -2.5% |
| 3Y | +28.2% | -29.7% | +57.9% | +32.5% |
| 5Y | +56.7% | -37.8% | +94.5% | +63.9% |
| 10Y | +189.3% | +33.7% | +155.6% | +158.2% |
| All | +189.3% | +32.4% | +156.9% | +158.2% |
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