+262.9%
NVDL vs HWM
+348.7%
-85.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.0% |
| 7D | -24.8% | +7.3% | -32.1% | -30.4% |
| 30D | -48.0% | +1.6% | -49.6% | -49.2% |
| 3M | -51.5% | -21.9% | -29.7% | -39.2% |
| 6M | -54.9% | -19.0% | -35.9% | -46.0% |
| YTD | -39.2% | +7.9% | -47.2% | -49.4% |
| 1Y | -41.1% | +9.9% | -51.1% | -52.2% |
| 3Y | +262.9% | +342.1% | -79.2% | -8.9% |
| All | +262.9% | +348.7% | -85.8% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling