+2,490.2%
NVDL vs HCA
+76.3%
+2,413.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.1% |
| 7D | -10.3% | +5.4% | -15.7% | -10.1% |
| 30D | -7.1% | +3.0% | -10.1% | -7.0% |
| 3M | +6.6% | +13.0% | -6.4% | +7.1% |
| 6M | +21.1% | -20.3% | +41.3% | +22.5% |
| YTD | +15.2% | -8.2% | +23.4% | +16.5% |
| 1Y | +18.8% | +6.7% | +12.1% | +19.1% |
| 3Y | +649.9% | +60.4% | +589.5% | +561.4% |
| All | +2,490.2% | +76.3% | +2,413.9% | +1,788.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling