+2,490.2%
NVDL vs HWM
+486.1%
+2,004.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | -10.3% | -11.4% | +1.1% | +0.7% |
| 30D | -7.1% | -18.5% | +11.4% | +12.2% |
| 3M | +6.6% | -13.2% | +19.8% | +19.9% |
| 6M | +21.1% | -8.7% | +29.7% | +27.5% |
| YTD | +15.2% | +12.2% | +3.1% | -5.3% |
| 1Y | +18.8% | +24.9% | -6.1% | -14.0% |
| 3Y | +649.9% | +383.9% | +266.0% | +63.7% |
| All | +2,490.2% | +486.1% | +2,004.1% | +333.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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