-32.5%
NVDL vs HBM
+35.9%
-68.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -7.4% | -11.2% | -14.8% |
| 7D | -28.8% | -11.9% | -16.9% | -23.7% |
| 30D | -44.0% | -23.6% | -20.4% | -35.7% |
| 3M | -35.6% | -20.5% | -15.1% | -27.7% |
| 6M | -25.3% | -7.9% | -17.4% | -20.0% |
| YTD | -23.3% | +3.8% | -27.1% | -26.9% |
| 1Y | -32.5% | +31.7% | -64.2% | -46.3% |
| All | -32.5% | +35.9% | -68.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling