+143.8%
HD vs NVT
+492.6%
-348.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -0.5% | +17.4% | -17.9% | -4.6% |
| 30D | +18.5% | -28.4% | +46.8% | +27.3% |
| 3M | +2.2% | -32.4% | +34.6% | +10.8% |
| 6M | +13.8% | -32.2% | +46.0% | +21.7% |
| YTD | +3.4% | +14.0% | -10.6% | -7.5% |
| 1Y | -3.5% | +4.3% | -7.8% | -11.5% |
| 3Y | +29.0% | +131.7% | -102.7% | -16.5% |
| 5Y | +6.1% | +232.4% | -226.3% | -41.9% |
| All | +143.8% | +492.6% | -348.8% | +0.2% |
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