-99.1%
NVD vs BHP
+72.0%
-171.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.3% | +9.8% | -0.5% |
| 7D | +9.0% | -3.7% | +12.8% | +5.4% |
| 30D | -5.5% | -0.8% | -4.6% | -6.0% |
| 3M | -24.6% | +7.6% | -32.2% | -17.3% |
| 6M | -42.1% | +20.8% | -62.9% | -25.8% |
| YTD | -44.3% | +50.8% | -95.1% | -10.3% |
| 1Y | -54.2% | +70.9% | -125.1% | -14.8% |
| All | -99.1% | +72.0% | -171.1% | -97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling