+1,266.3%
NVDL vs ALHC
-40.2%
+1,306.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -4.0% |
| 7D | -24.8% | +0.3% | -25.1% | -24.8% |
| 30D | -48.0% | -10.6% | -37.5% | -48.2% |
| 3M | -51.5% | -45.3% | -6.2% | -52.5% |
| 6M | -54.9% | -59.7% | +4.8% | -56.2% |
| YTD | -39.2% | -62.7% | +23.5% | -41.0% |
| 1Y | -41.1% | -56.1% | +15.0% | -42.6% |
| 3Y | +262.9% | +21.3% | +241.7% | +269.4% |
| All | +1,266.3% | -40.2% | +1,306.5% | +1,471.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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