+2,490.2%
NVDL vs HST
+49.2%
+2,441.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.5% |
| 7D | -10.3% | +0.9% | -11.2% | -10.9% |
| 30D | -7.1% | -2.5% | -4.7% | -5.4% |
| 3M | +6.6% | -5.1% | +11.7% | +9.8% |
| 6M | +21.1% | +21.6% | -0.6% | +2.1% |
| YTD | +15.2% | +31.6% | -16.4% | -9.2% |
| 1Y | +18.8% | +36.1% | -17.4% | -10.4% |
| 3Y | +649.9% | +66.5% | +583.4% | +356.4% |
| All | +2,490.2% | +49.2% | +2,441.0% | +1,597.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling