+3,652.6%
HDB vs NVMI
+8,393.5%
-4,740.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.1% |
| 7D | -2.0% | +11.7% | -13.7% | -3.1% |
| 30D | -4.9% | -4.0% | -0.8% | -4.6% |
| 3M | -2.3% | -25.8% | +23.5% | -0.2% |
| 6M | -23.7% | -8.3% | -15.4% | -23.8% |
| YTD | -38.5% | +14.8% | -53.3% | -40.0% |
| 1Y | -36.5% | +37.9% | -74.3% | -39.3% |
| 3Y | -28.5% | +216.3% | -244.7% | -38.3% |
| 5Y | -37.4% | +277.2% | -314.6% | -47.4% |
| 10Y | +34.0% | +3,074.3% | -3,040.3% | -6.5% |
| All | +3,652.6% | +8,393.5% | -4,740.9% | +2,181.2% |
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