+40.6%
NVDL vs HCA
-0.5%
+41.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.4% |
| 7D | +11.7% | -3.1% | +14.7% | +10.8% |
| 30D | +7.8% | -1.1% | +9.0% | +7.5% |
| 3M | +3.3% | +12.2% | -8.8% | +6.7% |
| 6M | +38.9% | -25.3% | +64.2% | +32.9% |
| YTD | +28.5% | -12.9% | +41.4% | +30.3% |
| 1Y | +40.6% | -0.9% | +41.5% | +62.9% |
| All | +40.6% | -0.5% | +41.1% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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