+2.1%
HD vs NVDL
+662.3%
-660.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.8% |
| 30D | -10.8% | +3.4% | -14.3% | -11.0% |
| 3M | -2.7% | +8.1% | -10.8% | -3.2% |
| 6M | -10.3% | +31.9% | -42.2% | -11.6% |
| YTD | -7.8% | +21.1% | -28.9% | -9.1% |
| 1Y | -23.1% | +34.0% | -57.2% | -24.8% |
| All | +2.1% | +662.3% | -660.2% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling