H233H "cable not connected" with computer turned off

My H233H monitor is displaying an annoying blue "cable not connected" when my computer is turned off or in stand-by mode.  Monitor works find otherwise and all the buttons on the front panel are working.  But can't find a setting that will turn the monitor off when the computer stops sending a signal.  

If I disconnect the HDMI monitor cable from the computer, shouldn't the monitor eventually turn itself off or go to sleeo?  Or will it continue to display that blue "cable not connected" message indefinitely?

Thanks