+55.2%
HYG vs NVMI
+3,158.6%
-3,103.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -0.7% | -8.4% | +7.7% | -0.1% |
| 3M | -0.2% | -33.6% | +33.4% | +2.6% |
| 6M | +1.4% | -14.7% | +16.1% | +1.7% |
| YTD | +1.5% | +13.2% | -11.8% | -0.9% |
| 1Y | +2.9% | +29.0% | -26.1% | -0.9% |
| 3Y | +25.6% | +215.0% | -189.3% | +7.9% |
| 5Y | +18.6% | +268.6% | -250.0% | -1.5% |
| All | +55.2% | +3,158.6% | -3,103.4% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling