-9.0%
NOC vs HDB
-37.9%
+28.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.7% |
| 7D | -1.8% | -6.2% | +4.4% | -1.8% |
| 30D | -9.4% | -6.2% | -3.2% | -9.5% |
| 3M | -3.8% | -5.9% | +2.0% | -4.2% |
| 6M | -28.8% | -25.9% | -2.8% | -29.3% |
| YTD | -7.9% | -40.2% | +32.4% | -9.9% |
| 1Y | -9.0% | -38.0% | +28.9% | -9.8% |
| All | -9.0% | -37.9% | +28.9% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling