+64.3%
NOC vs HDB
-22.5%
+86.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | -0.3% | +12.7% | -13.0% | -0.4% |
| 30D | +14.1% | +16.6% | -2.5% | +14.0% |
| 3M | -4.6% | +10.8% | -15.4% | -4.7% |
| 6M | +0.7% | +3.8% | -3.1% | +0.7% |
| YTD | -2.6% | -28.9% | +26.3% | -2.4% |
| 1Y | -1.0% | -28.0% | +27.0% | -0.7% |
| 3Y | +24.5% | -7.2% | +31.7% | +24.2% |
| 5Y | +64.3% | -22.2% | +86.6% | +59.5% |
| All | +64.3% | -22.5% | +86.8% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling