+58.9%
NOC vs HRB
+109.9%
-50.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | -1.8% | -12.2% | +10.4% | -0.4% |
| 30D | -9.4% | -3.0% | -6.5% | -9.3% |
| 3M | -3.8% | +21.7% | -25.6% | -6.2% |
| 6M | -28.8% | +52.3% | -81.1% | -32.5% |
| YTD | -7.9% | +6.5% | -14.4% | -8.6% |
| 1Y | -9.0% | -6.7% | -2.4% | -8.2% |
| 3Y | +29.1% | +25.1% | +3.9% | +23.2% |
| 5Y | +58.9% | +113.8% | -54.8% | +40.8% |
| All | +58.9% | +109.9% | -50.9% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling