-3.5%
HD vs NVT
+5.4%
-8.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -0.5% | +17.4% | -17.9% | +0.3% |
| 30D | +18.5% | -28.4% | +46.8% | +17.7% |
| 3M | +2.2% | -32.4% | +34.6% | +1.6% |
| 6M | +13.8% | -32.2% | +46.0% | +13.3% |
| YTD | +3.4% | +14.0% | -10.6% | -0.4% |
| 1Y | -3.5% | +4.3% | -7.8% | -7.1% |
| All | -3.5% | +5.4% | -8.9% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling