-99.2%
NVD vs ALHC
+110.8%
-210.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.0% |
| 7D | +0.5% | -4.1% | +4.6% | +0.7% |
| 30D | -9.3% | -5.4% | -3.8% | -9.1% |
| 3M | -22.1% | -32.1% | +10.0% | -20.7% |
| 6M | -45.8% | -28.5% | -17.3% | -45.0% |
| YTD | -46.7% | -34.0% | -12.7% | -46.0% |
| 1Y | -59.5% | -20.9% | -38.5% | -59.0% |
| 3Y | -99.2% | +151.5% | -250.7% | -99.2% |
| All | -99.2% | +110.8% | -210.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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