+74.8%
HCA vs NVTS
-20.2%
+95.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | -0.1% |
| 7D | +2.9% | +0.5% | +2.5% | +2.9% |
| 30D | +2.4% | -18.0% | +20.4% | +2.5% |
| 3M | +13.0% | -45.6% | +58.7% | +13.6% |
| 6M | -21.4% | +28.5% | -49.8% | -22.2% |
| YTD | -9.5% | +56.2% | -65.6% | -10.7% |
| 1Y | +7.5% | +97.7% | -90.2% | +5.2% |
| 3Y | +57.6% | +35.0% | +22.6% | +58.0% |
| All | +74.8% | -20.2% | +95.0% | +64.1% |
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