+2,788.3%
NVDL vs HST
+47.9%
+2,740.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.4% |
| 7D | +11.7% | -1.0% | +12.7% | +12.6% |
| 30D | +7.8% | -12.3% | +20.1% | +18.8% |
| 3M | +3.3% | -6.4% | +9.7% | +7.6% |
| 6M | +38.9% | +15.0% | +23.9% | +22.6% |
| YTD | +28.5% | +30.5% | -2.0% | +2.0% |
| 1Y | +40.6% | +35.7% | +4.9% | +6.3% |
| 3Y | +648.7% | +68.4% | +580.3% | +352.2% |
| All | +2,788.3% | +47.9% | +2,740.3% | +1,805.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling