+246.4%
DHI vs NVT
+731.8%
-485.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | 0.0% |
| 7D | -3.4% | +4.1% | -7.5% | -4.9% |
| 30D | -5.4% | -5.1% | -0.3% | -4.1% |
| 3M | -10.4% | -1.2% | -9.3% | -11.7% |
| 6M | -2.8% | +46.6% | -49.3% | -19.0% |
| YTD | -3.4% | +60.0% | -63.4% | -23.0% |
| 1Y | -22.9% | +70.8% | -93.7% | -41.0% |
| 3Y | +20.7% | +187.5% | -166.9% | -31.8% |
| 5Y | +62.1% | +426.1% | -364.0% | -33.4% |
| All | +246.4% | +731.8% | -485.4% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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