+5.1%
HAL vs NVDL
+2,476.2%
-2,471.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -3.3% | -10.3% | +7.0% | -2.7% |
| 30D | +8.2% | -7.1% | +15.3% | +8.5% |
| 3M | -9.4% | +6.6% | -16.0% | -10.2% |
| 6M | +0.6% | +21.1% | -20.4% | -1.5% |
| YTD | +28.6% | +15.2% | +13.4% | +25.8% |
| 1Y | +63.9% | +18.8% | +45.1% | +59.2% |
| 3Y | -7.1% | +649.9% | -657.0% | -18.4% |
| All | +5.1% | +2,476.2% | -2,471.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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