-33.7%
HDB vs NVMI
+261.9%
-295.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.3% | +6.7% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +1.0% | -8.4% | +9.4% | +1.9% |
| 3M | -2.0% | -33.6% | +31.6% | +2.3% |
| 6M | -18.1% | -14.7% | -3.4% | -17.6% |
| YTD | -36.1% | +13.2% | -49.3% | -38.4% |
| 1Y | -34.0% | +29.0% | -63.1% | -37.9% |
| 3Y | -26.7% | +215.0% | -241.7% | -45.6% |
| All | -33.7% | +261.9% | -295.6% | -53.5% |
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