+23.0%
HBAN vs NVTS
-17.0%
+40.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.6% |
| 7D | -1.5% | +3.5% | -5.0% | -1.7% |
| 30D | -5.5% | -11.9% | +6.4% | -5.0% |
| 3M | -0.2% | -49.2% | +49.0% | +2.6% |
| 6M | +5.2% | +38.4% | -33.3% | +0.8% |
| YTD | -2.3% | +62.5% | -64.8% | -7.9% |
| 1Y | -2.2% | +101.4% | -103.6% | -10.2% |
| 3Y | +73.8% | +40.4% | +33.4% | +57.1% |
| All | +23.0% | -17.0% | +40.0% | +1.1% |
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