+3.4%
HD vs NVD
-99.1%
+102.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -3.8% | +10.8% | -14.7% | -3.5% |
| 30D | -9.4% | +0.8% | -10.2% | -9.3% |
| 3M | -4.6% | -20.8% | +16.2% | -5.1% |
| 6M | -10.1% | -41.2% | +31.1% | -11.3% |
| YTD | -8.3% | -44.2% | +35.9% | -9.6% |
| 1Y | -25.0% | -54.2% | +29.1% | -26.4% |
| 3Y | +1.5% | -99.1% | +100.7% | -19.4% |
| All | +3.4% | -99.1% | +102.5% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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