-16.8%
HAL vs NVT
+694.8%
-711.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.7% | -1.6% |
| 7D | -3.3% | +2.0% | -5.3% | -4.6% |
| 30D | +7.2% | -7.2% | +14.4% | +11.1% |
| 3M | -8.8% | -0.9% | -7.9% | -11.3% |
| 6M | +3.0% | +42.6% | -39.6% | -22.9% |
| YTD | +29.4% | +52.9% | -23.5% | -8.8% |
| 1Y | +62.8% | +64.5% | -1.6% | +6.6% |
| 3Y | -6.4% | +178.0% | -184.4% | -63.5% |
| 5Y | +103.6% | +402.8% | -299.2% | -54.8% |
| All | -16.8% | +694.8% | -711.6% | -86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling