+2,622.7%
NVDL vs HWM
+493.7%
+2,129.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.3% |
| 7D | -0.8% | -8.0% | +7.2% | +7.1% |
| 30D | +3.4% | -18.0% | +21.4% | +24.2% |
| 3M | +8.1% | -9.5% | +17.6% | +16.4% |
| 6M | +31.9% | -8.4% | +40.3% | +38.5% |
| YTD | +21.1% | +13.6% | +7.5% | -1.8% |
| 1Y | +34.0% | +30.2% | +3.8% | -7.4% |
| 3Y | +677.9% | +392.2% | +285.7% | +66.9% |
| All | +2,622.7% | +493.7% | +2,129.0% | +349.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling