+48,470.6%
NVDA vs HYG
+151.8%
+48,318.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.5% |
| 7D | -4.3% | -0.7% | -3.6% | -3.0% |
| 30D | +0.5% | -0.6% | +1.1% | +1.6% |
| 3M | +9.1% | +0.4% | +8.7% | +8.5% |
| 6M | +18.5% | +1.2% | +17.2% | +16.5% |
| YTD | +17.4% | +1.5% | +15.9% | +15.1% |
| 1Y | +23.4% | +3.2% | +20.3% | +17.7% |
| 3Y | +380.6% | +25.9% | +354.7% | +233.0% |
| 5Y | +875.7% | +18.6% | +857.1% | +690.5% |
| 10Y | +14,854.2% | +55.8% | +14,798.4% | +8,718.3% |
| All | +48,470.6% | +151.8% | +48,318.8% | +16,078.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling