-32.5%
NVDL vs HCA
+8.5%
-41.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -0.6% | -18.0% | -18.8% |
| 7D | -28.8% | +6.1% | -34.9% | -27.2% |
| 30D | -44.0% | +17.4% | -61.4% | -41.2% |
| 3M | -35.6% | +24.1% | -59.7% | -31.4% |
| 6M | -25.3% | +18.8% | -44.1% | -18.6% |
| YTD | -23.3% | +9.3% | -32.6% | -16.0% |
| 1Y | -32.5% | +8.0% | -40.5% | -25.9% |
| All | -32.5% | +8.5% | -41.0% | -25.9% |
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