+3.1%
HD vs NVD
-99.2%
+102.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.2% |
| 7D | -1.2% | -7.7% | +6.5% | -1.4% |
| 30D | -11.1% | -5.8% | -5.3% | -11.2% |
| 3M | +2.0% | -23.2% | +25.2% | +1.4% |
| 6M | -10.5% | -49.7% | +39.3% | -12.1% |
| YTD | -6.9% | -47.7% | +40.8% | -8.3% |
| 1Y | -23.2% | -61.3% | +38.2% | -25.1% |
| 3Y | +3.1% | -99.2% | +102.2% | -18.8% |
| All | +3.1% | -99.2% | +102.2% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling