-54.2%
NVD vs HIG
+5.5%
-59.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +10.8% | -1.5% | +12.3% | +12.2% |
| 30D | +0.8% | -0.4% | +1.1% | +1.3% |
| 3M | -20.8% | +6.7% | -27.5% | -24.1% |
| 6M | -41.2% | +2.0% | -43.1% | -42.0% |
| YTD | -44.2% | +0.3% | -44.5% | -44.2% |
| 1Y | -54.2% | +4.2% | -58.4% | -58.4% |
| All | -54.2% | +5.5% | -59.7% | -58.4% |
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