+889.8%
NVDA vs HYG
+18.4%
+871.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -5.1% | -0.7% | -4.4% | -2.7% |
| 30D | -2.5% | -0.7% | -1.8% | +0.1% |
| 3M | +6.7% | -0.2% | +6.9% | +7.7% |
| 6M | +17.6% | +1.4% | +16.2% | +12.7% |
| YTD | +17.3% | +1.5% | +15.9% | +12.5% |
| 1Y | +23.5% | +2.9% | +20.6% | +12.9% |
| 3Y | +384.6% | +25.6% | +359.0% | +131.8% |
| All | +889.8% | +18.4% | +871.4% | +740.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 5y: compounded portfolio wealth divided by compounded HYG 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…
5y analysis · Full analysis span regression · 6 months rolling