+116.4%
HPE vs NVDL
-23.5%
+139.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.1% | +0.4% | -3.9% |
| 7D | -17.0% | -14.0% | -2.9% | -13.2% |
| 30D | -26.7% | -31.2% | +4.5% | -18.8% |
| 3M | -4.1% | -15.5% | +11.4% | +0.4% |
| 6M | +75.4% | -10.3% | +85.7% | +80.5% |
| YTD | +111.0% | -5.8% | +116.8% | +108.7% |
| 1Y | +116.4% | -20.1% | +136.5% | +120.1% |
| All | +116.4% | -23.5% | +139.9% | +120.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling