+27.5%
NOC vs HRB
+25.9%
+1.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | -1.6% | -10.6% | +9.0% | -0.7% |
| 30D | -10.4% | -0.8% | -9.6% | -10.4% |
| 3M | -5.6% | +19.1% | -24.7% | -7.2% |
| 6M | -30.4% | +48.7% | -79.1% | -32.8% |
| YTD | -8.5% | +7.1% | -15.6% | -8.2% |
| 1Y | -8.3% | -8.3% | 0.0% | -6.2% |
| All | +27.5% | +25.9% | +1.6% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling