+25.0%
HL vs NVD
-27.4%
+52.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +6.5% | +6.7% | +14.9% |
| 7D | +0.2% | +15.0% | -14.8% | +4.3% |
| 30D | -12.1% | +39.3% | -51.4% | -2.9% |
| 3M | -2.8% | +3.1% | -6.0% | +0.5% |
| 6M | -14.9% | -19.0% | +4.1% | -13.0% |
| YTD | -22.0% | -35.5% | +13.5% | -24.1% |
| 1Y | +25.0% | -30.2% | +55.2% | +28.7% |
| All | +25.0% | -27.4% | +52.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling