+1.2%
HYG vs NVDL
-34.9%
+36.1%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -18.6% | +18.3% | +0.1% |
| 7D | -0.4% | -28.8% | +28.4% | +0.2% |
| 30D | 0.0% | -44.0% | +44.0% | +1.1% |
| 3M | -2.3% | -35.6% | +33.3% | -1.6% |
| 6M | -1.3% | -25.3% | +24.0% | -1.1% |
| YTD | -0.3% | -23.3% | +23.1% | -0.6% |
| 1Y | +1.2% | -32.5% | +33.7% | +0.9% |
| All | +1.2% | -34.9% | +36.1% | +0.9% |
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 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