-99.1%
NVD vs HIG
+101.8%
-200.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +9.0% | -2.3% | +11.3% | +9.3% |
| 30D | -5.5% | -1.2% | -4.3% | -5.3% |
| 3M | -24.6% | +6.3% | -30.9% | -24.5% |
| 6M | -42.1% | +0.6% | -42.7% | -42.1% |
| YTD | -44.3% | +0.6% | -44.9% | -44.4% |
| 1Y | -54.2% | +6.1% | -60.3% | -54.2% |
| All | -99.1% | +101.8% | -200.9% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling