-24.8%
DHR vs NVTS
-17.0%
-7.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | -2.4% | +3.5% | -5.9% | -2.5% |
| 30D | -2.2% | -11.9% | +9.8% | -1.8% |
| 3M | +9.0% | -49.2% | +58.2% | +11.2% |
| 6M | +3.5% | +38.4% | -34.9% | -0.4% |
| YTD | -10.1% | +62.5% | -72.6% | -14.6% |
| 1Y | +6.2% | +101.4% | -95.2% | -1.4% |
| 3Y | -5.4% | +40.4% | -45.8% | -13.0% |
| All | -24.8% | -17.0% | -7.8% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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