+2,672.5%
NVDL vs HWM
+491.0%
+2,181.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.7% | +6.7% | +6.8% |
| 7D | +7.3% | -9.2% | +16.5% | +17.3% |
| 30D | -0.7% | -17.9% | +17.2% | +19.0% |
| 3M | +9.5% | -6.0% | +15.5% | +12.8% |
| 6M | +41.6% | -7.4% | +49.0% | +46.9% |
| YTD | +23.3% | +13.1% | +10.2% | +0.5% |
| 1Y | +40.3% | +29.3% | +11.0% | -2.3% |
| 3Y | +692.2% | +389.9% | +302.3% | +70.7% |
| All | +2,672.5% | +491.0% | +2,181.6% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling