+259.6%
HL vs NVDL
+2,480.8%
-2,221.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -3.4% |
| 7D | -5.6% | -8.7% | +3.1% | -4.6% |
| 30D | +12.7% | -1.3% | +14.1% | +12.8% |
| 3M | +42.5% | +11.4% | +31.2% | +40.2% |
| 6M | -9.0% | +22.9% | -31.9% | -11.4% |
| YTD | +4.4% | +15.4% | -11.0% | +1.8% |
| 1Y | +82.7% | +18.8% | +63.9% | +76.9% |
| 3Y | +406.3% | +641.4% | -235.1% | +347.0% |
| All | +259.6% | +2,480.8% | -2,221.2% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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