+127.9%
NOK vs HD
+241.0%
-113.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.6% |
| 7D | +5.4% | +1.5% | +3.8% | +4.8% |
| 30D | -14.1% | +18.0% | -32.1% | -19.8% |
| 3M | -23.6% | +2.8% | -26.4% | -24.9% |
| 6M | -45.1% | +17.0% | -62.1% | -49.4% |
| YTD | +24.7% | +3.5% | +21.2% | +20.2% |
| 1Y | +19.0% | -2.6% | +21.6% | +17.5% |
| 3Y | +147.0% | +30.7% | +116.3% | +108.6% |
| 5Y | +58.2% | +6.2% | +52.0% | +44.5% |
| All | +127.9% | +241.0% | -113.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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