+273.1%
HPE vs NVDL
+2,480.8%
-2,207.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.7% | -1.5% | -5.4% |
| 7D | +1.4% | -8.7% | +10.1% | +3.0% |
| 30D | +1.5% | -1.3% | +2.9% | +1.4% |
| 3M | +21.7% | +11.4% | +10.4% | +18.3% |
| 6M | +164.2% | +22.9% | +141.3% | +150.2% |
| YTD | +132.1% | +15.4% | +116.6% | +120.3% |
| 1Y | +130.6% | +18.8% | +111.9% | +115.9% |
| 3Y | +244.1% | +641.4% | -397.3% | +127.9% |
| All | +273.1% | +2,480.8% | -2,207.7% | +115.9% |
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