+40.0%
HLT vs NVDX
-38.0%
+78.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.4% | +16.6% | -1.2% |
| 7D | +3.6% | -28.9% | +32.5% | +4.7% |
| 30D | +14.6% | -44.1% | +58.6% | +16.8% |
| 3M | +13.9% | -36.0% | +49.9% | +15.5% |
| 6M | +18.3% | -26.7% | +45.0% | +18.6% |
| YTD | +28.9% | -26.1% | +55.0% | +26.7% |
| 1Y | +40.0% | -35.7% | +75.7% | +37.5% |
| All | +40.0% | -38.0% | +78.0% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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