+2,296.2%
NOC vs HDB
+3,812.1%
-1,515.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -5.2% | +0.4% | -5.6% | -5.2% |
| 30D | -7.2% | -2.8% | -4.4% | -6.8% |
| 3M | -5.1% | -3.5% | -1.6% | -4.8% |
| 6M | -31.1% | -24.7% | -6.4% | -28.2% |
| YTD | -8.6% | -36.6% | +28.0% | -2.2% |
| 1Y | -9.7% | -34.4% | +24.6% | -4.1% |
| 3Y | +24.3% | -24.4% | +48.7% | +27.4% |
| 5Y | +52.6% | -35.4% | +88.0% | +58.4% |
| 10Y | +183.6% | +39.5% | +144.1% | +149.2% |
| All | +2,296.2% | +3,812.1% | -1,515.9% | +1,650.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling