-54.2%
NVD vs BHP
+70.6%
-124.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.1% |
| 7D | +10.8% | -3.6% | +14.4% | +7.5% |
| 30D | +0.8% | -1.2% | +1.9% | -0.1% |
| 3M | -20.8% | +1.2% | -22.0% | -18.3% |
| 6M | -41.2% | +21.4% | -62.6% | -25.2% |
| YTD | -44.2% | +50.4% | -94.6% | -14.0% |
| 1Y | -54.2% | +67.5% | -121.7% | -21.2% |
| All | -54.2% | +70.6% | -124.8% | -21.2% |
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