+393.8%
NVDX vs ALHC
+1.5%
+392.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.5% | -6.5% | -9.1% |
| 7D | -17.5% | -0.8% | -16.8% | -17.5% |
| 30D | -49.2% | -9.6% | -39.6% | -49.4% |
| 3M | -49.3% | -44.5% | -4.8% | -50.4% |
| 6M | -52.0% | -59.2% | +7.2% | -53.4% |
| YTD | -39.1% | -62.0% | +22.9% | -41.0% |
| 1Y | -45.8% | -54.8% | +9.0% | -47.3% |
| 3Y | +281.3% | +25.0% | +256.3% | +315.8% |
| All | +393.8% | +1.5% | +392.3% | +435.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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