+32.8%
HAL vs NVTS
-32.9%
+65.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -6.5% | +9.6% | -16.1% | -6.8% |
| 30D | -2.1% | -13.0% | +10.9% | -1.9% |
| 3M | -4.9% | -28.8% | +23.9% | -4.1% |
| 6M | -19.3% | -48.5% | +29.2% | -18.4% |
| YTD | +14.3% | +31.4% | -17.1% | +10.9% |
| 1Y | +17.3% | -2.3% | +19.6% | +14.8% |
| 3Y | -10.9% | +49.8% | -60.7% | -18.2% |
| 5Y | +47.4% | -43.2% | +90.6% | +25.9% |
| All | +32.8% | -32.9% | +65.7% | +14.3% |
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