+2.3%
HD vs NVDL
+2,476.2%
-2,473.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -3.8% | -10.3% | +6.5% | -3.5% |
| 30D | -9.4% | -7.1% | -2.3% | -9.3% |
| 3M | -4.6% | +6.6% | -11.2% | -5.1% |
| 6M | -10.1% | +21.1% | -31.1% | -11.3% |
| YTD | -8.3% | +15.2% | -23.5% | -9.6% |
| 1Y | -25.0% | +18.8% | -43.8% | -26.4% |
| 3Y | +1.5% | +649.9% | -648.4% | -15.4% |
| All | +2.3% | +2,476.2% | -2,473.9% | -26.0% |
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