+808.4%
HD vs NVMI
+1,665.9%
-857.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.4% |
| 7D | +1.5% | +1.5% | 0.0% | +1.4% |
| 30D | +18.0% | -4.1% | +22.1% | +18.2% |
| 3M | +2.8% | -22.8% | +25.6% | +4.6% |
| 6M | +17.0% | -36.9% | +53.9% | +20.4% |
| YTD | +3.5% | -3.2% | +6.7% | +2.3% |
| 1Y | -2.6% | +7.1% | -9.7% | -4.7% |
| 3Y | +30.7% | +181.5% | -150.8% | +15.0% |
| 5Y | +6.2% | +141.2% | -135.0% | -6.2% |
| 10Y | +242.7% | +2,463.4% | -2,220.7% | +152.0% |
| All | +808.4% | +1,665.9% | -857.5% | +432.0% |
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