-30.2%
NVD vs HIG
+12.7%
-42.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +4.4% |
| 7D | +15.0% | +6.2% | +8.8% | +9.3% |
| 30D | +39.3% | +9.4% | +29.8% | +29.8% |
| 3M | +3.1% | -2.3% | +5.5% | +5.6% |
| 6M | -19.0% | +4.2% | -23.1% | -20.9% |
| YTD | -35.5% | +1.6% | -37.1% | -35.6% |
| 1Y | -30.2% | +9.9% | -40.1% | -32.9% |
| All | -30.2% | +12.7% | -42.9% | -32.9% |
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