+14,546.7%
NVDA vs HL
+273.7%
+14,273.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -5.1% | -4.4% | -0.8% | -4.5% |
| 30D | -2.5% | +9.3% | -11.8% | -4.1% |
| 3M | +6.7% | +32.0% | -25.3% | +1.5% |
| 6M | +17.6% | -6.4% | +24.0% | +17.5% |
| YTD | +17.3% | +3.1% | +14.2% | +13.8% |
| 1Y | +23.5% | +77.6% | -54.1% | +8.4% |
| 3Y | +384.6% | +392.8% | -8.2% | +245.1% |
| 5Y | +875.4% | +234.1% | +641.3% | +613.0% |
| All | +14,546.7% | +273.7% | +14,273.0% | +8,886.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling