+2,490.2%
NVDL vs HLT
+119.9%
+2,370.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -10.3% | -1.6% | -8.7% | -8.6% |
| 30D | -7.1% | -5.0% | -2.1% | -2.3% |
| 3M | +6.6% | -10.4% | +17.0% | +19.2% |
| 6M | +21.1% | +3.2% | +17.8% | +13.3% |
| YTD | +15.2% | +6.7% | +8.5% | +2.9% |
| 1Y | +18.8% | +10.3% | +8.5% | -1.1% |
| 3Y | +649.9% | +99.3% | +550.6% | +211.8% |
| All | +2,490.2% | +119.9% | +2,370.2% | +819.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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