-20.1%
NVDL vs HRB
+16.9%
-37.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.4% | -10.5% | -5.1% |
| 7D | -14.0% | +16.0% | -30.1% | -11.1% |
| 30D | -31.2% | +32.1% | -63.3% | -27.0% |
| 3M | -15.5% | +21.5% | -37.0% | -11.2% |
| 6M | -10.3% | +82.1% | -92.4% | +1.2% |
| YTD | -5.8% | +31.6% | -37.4% | -2.9% |
| 1Y | -20.1% | +15.9% | -36.0% | -27.2% |
| All | -20.1% | +16.9% | -37.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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