+29.0%
HYG vs NVDL
+2,476.2%
-2,447.2%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -10.3% | +9.6% | -0.5% |
| 30D | -0.7% | -7.1% | +6.4% | -0.6% |
| 3M | -0.2% | +6.6% | -6.8% | -0.5% |
| 6M | +1.4% | +21.1% | -19.6% | +0.6% |
| YTD | +1.5% | +15.2% | -13.8% | +0.6% |
| 1Y | +2.9% | +18.8% | -15.9% | +1.8% |
| 3Y | +25.6% | +649.9% | -624.3% | +13.5% |
| All | +29.0% | +2,476.2% | -2,447.2% | +7.5% |
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