-61.4%
NVD vs BHP
+65.8%
-127.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -3.5% |
| 7D | -11.1% | -5.0% | -6.1% | -15.0% |
| 30D | -13.3% | +1.2% | -14.4% | -12.2% |
| 3M | -19.8% | +1.8% | -21.7% | -16.0% |
| 6M | -48.8% | +18.0% | -66.8% | -36.1% |
| YTD | -49.7% | +52.7% | -102.4% | -22.1% |
| 1Y | -61.4% | +66.0% | -127.3% | -34.4% |
| All | -61.4% | +65.8% | -127.1% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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