+736.4%
HD vs NVMI
+1,967.2%
-1,230.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.5% |
| 7D | -2.1% | +6.6% | -8.7% | -2.6% |
| 30D | -8.4% | -7.5% | -0.9% | -7.9% |
| 3M | +4.3% | -28.5% | +32.8% | +6.8% |
| 6M | -11.1% | -15.7% | +4.6% | -10.6% |
| YTD | -4.7% | +13.3% | -18.0% | -6.8% |
| 1Y | -19.8% | +48.3% | -68.1% | -23.7% |
| 3Y | +4.1% | +191.2% | -187.1% | -8.5% |
| 5Y | +10.3% | +268.7% | -258.4% | -5.7% |
| 10Y | +203.2% | +3,034.8% | -2,831.6% | +120.1% |
| All | +736.4% | +1,967.2% | -1,230.9% | +384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling