+17.6%
HD vs NVD
-98.6%
+116.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.9% | -11.5% | -0.4% |
| 7D | +5.2% | +43.9% | -38.7% | +6.3% |
| 30D | +20.7% | +74.0% | -53.3% | +22.7% |
| 3M | +0.8% | +48.3% | -47.5% | +2.0% |
| 6M | +12.2% | +30.3% | -18.1% | +13.5% |
| YTD | +4.2% | -12.9% | +17.1% | +4.2% |
| 1Y | -2.6% | -4.0% | +1.4% | -2.1% |
| 3Y | +30.0% | -98.5% | +128.5% | +6.0% |
| All | +17.6% | -98.6% | +116.2% | -5.3% |
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