+6.2%
HD vs NVMI
+274.3%
-268.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -1.8% | +6.9% | -8.7% | -2.7% |
| 30D | -10.8% | -2.8% | -8.0% | -10.6% |
| 3M | -2.7% | -27.3% | +24.7% | +0.7% |
| 6M | -10.3% | -13.7% | +3.4% | -10.1% |
| YTD | -7.8% | +13.8% | -21.7% | -11.9% |
| 1Y | -23.1% | +34.9% | -58.0% | -29.2% |
| 3Y | +2.0% | +213.5% | -211.5% | -27.0% |
| 5Y | +6.2% | +272.5% | -266.3% | -28.1% |
| All | +6.2% | +274.3% | -268.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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