+101.3%
NOK vs HD
+8.2%
+93.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.9% |
| 7D | +7.3% | -1.2% | +8.4% | +7.6% |
| 30D | +13.8% | -11.1% | +24.9% | +18.0% |
| 3M | -27.0% | +2.0% | -29.0% | -28.3% |
| 6M | +37.6% | -10.5% | +48.0% | +41.6% |
| YTD | +64.6% | -6.9% | +71.5% | +66.0% |
| 1Y | +132.0% | -23.2% | +155.2% | +153.9% |
| 3Y | +183.7% | +3.1% | +180.6% | +165.1% |
| 5Y | +101.3% | +7.4% | +93.9% | +75.3% |
| All | +101.3% | +8.2% | +93.0% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling