-28.0%
DHR vs NVT
+419.5%
-447.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -1.2% |
| 7D | -3.6% | +4.1% | -7.7% | -4.5% |
| 30D | -2.7% | -5.1% | +2.4% | -1.9% |
| 3M | +10.9% | -1.2% | +12.1% | +9.9% |
| 6M | +3.0% | +46.6% | -43.5% | -9.5% |
| YTD | -12.2% | +60.0% | -72.2% | -25.2% |
| 1Y | +3.3% | +70.8% | -67.5% | -14.4% |
| 3Y | -8.2% | +187.5% | -195.8% | -40.9% |
| All | -28.0% | +419.5% | -447.6% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling