-61.4%
NVD vs HIG
+5.1%
-66.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.3% |
| 7D | -11.1% | +0.3% | -11.4% | -11.4% |
| 30D | -13.3% | -3.2% | -10.0% | -10.8% |
| 3M | -19.8% | +9.1% | -29.0% | -23.9% |
| 6M | -48.8% | -1.8% | -47.0% | -47.9% |
| YTD | -49.7% | +1.8% | -51.4% | -50.2% |
| 1Y | -61.4% | +4.6% | -65.9% | -65.9% |
| All | -61.4% | +5.1% | -66.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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