+2.6%
HYG vs NVDL
+12.8%
-10.2%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | 0.0% |
| 7D | -0.8% | -16.3% | +15.5% | -0.5% |
| 30D | -0.9% | -14.1% | +13.1% | -0.7% |
| 3M | -0.3% | -0.9% | +0.6% | -0.4% |
| 6M | +2.2% | +20.5% | -18.3% | +1.3% |
| YTD | +1.4% | +7.5% | -6.2% | +0.6% |
| All | +2.6% | +12.8% | -10.2% | +1.4% |
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