+4.0%
HD vs NVD
-99.2%
+103.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | -10.8% | -9.3% | -1.6% | -11.0% |
| 3M | -2.7% | -22.1% | +19.4% | -3.2% |
| 6M | -10.3% | -45.8% | +35.5% | -11.7% |
| YTD | -7.8% | -46.7% | +38.9% | -9.2% |
| 1Y | -23.1% | -59.5% | +36.3% | -24.9% |
| 3Y | +2.0% | -99.2% | +101.2% | -19.0% |
| All | +4.0% | -99.2% | +103.2% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling