-1.0%
HL vs NVD
-49.3%
+48.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +2.6% |
| 7D | +0.4% | +0.5% | -0.1% | +0.6% |
| 30D | +18.8% | -9.3% | +28.1% | +16.5% |
| 3M | +43.7% | -22.1% | +65.8% | +37.1% |
| 6M | -1.0% | -45.8% | +44.8% | -18.2% |
| All | -1.0% | -49.3% | +48.2% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling