+262.9%
NVDL vs HST
+87.2%
+175.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -24.8% | +3.6% | -28.4% | -27.3% |
| 30D | -48.0% | +11.2% | -59.3% | -52.0% |
| 3M | -51.5% | +13.1% | -64.6% | -55.9% |
| 6M | -54.9% | +23.9% | -78.8% | -62.6% |
| YTD | -39.2% | +52.3% | -91.5% | -57.9% |
| 1Y | -41.1% | +56.7% | -97.8% | -60.7% |
| 3Y | +262.9% | +87.5% | +175.4% | +105.4% |
| All | +262.9% | +87.2% | +175.8% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling