+189.8%
NOC vs HRB
+209.1%
-19.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.8% | -8.0% | +8.8% | +2.2% |
| 30D | -9.7% | -16.0% | +6.3% | -7.0% |
| 3M | -5.6% | +26.9% | -32.5% | -10.1% |
| 6M | -28.6% | +51.1% | -79.7% | -34.7% |
| YTD | -7.9% | +7.1% | -14.9% | -10.2% |
| 1Y | -9.5% | -9.6% | +0.1% | -8.9% |
| 3Y | +28.4% | +25.4% | +3.0% | +18.7% |
| 5Y | +59.0% | +114.9% | -56.0% | +27.6% |
| All | +189.8% | +209.1% | -19.3% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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