+19.0%
NVDL vs HWM
+23.9%
-4.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -3.4% |
| 7D | -8.7% | -12.5% | +3.8% | -0.8% |
| 30D | -1.3% | -19.0% | +17.7% | +12.8% |
| 3M | +11.4% | -8.6% | +20.0% | +15.5% |
| 6M | +22.9% | -10.2% | +33.0% | +28.3% |
| YTD | +15.4% | +11.3% | +4.1% | -2.1% |
| All | +19.0% | +23.9% | -4.9% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling