+36.5%
HAL vs NVTS
-31.6%
+68.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.5% | -0.4% |
| 7D | +2.6% | +21.6% | -19.0% | +1.9% |
| 30D | -0.1% | -8.5% | +8.4% | 0.0% |
| 3M | -1.1% | -31.4% | +30.2% | -0.2% |
| 6M | -20.7% | -50.3% | +29.6% | -19.6% |
| YTD | +17.5% | +33.9% | -16.4% | +13.9% |
| 1Y | +24.1% | +10.6% | +13.5% | +21.0% |
| 3Y | -8.4% | +52.7% | -61.1% | -15.9% |
| 5Y | +53.2% | -48.5% | +101.7% | +30.4% |
| All | +36.5% | -31.6% | +68.1% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling