-4.6%
HD vs NVTS
-9.1%
+4.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.0% | -2.5% | +6.6% |
| 7D | +11.9% | -0.3% | +12.2% | +11.9% |
| 30D | +26.4% | -24.4% | +50.8% | +26.2% |
| 3M | +2.8% | -26.5% | +29.3% | +2.7% |
| 6M | +15.5% | -41.4% | +56.9% | +14.8% |
| YTD | +5.5% | +30.7% | -25.1% | +5.2% |
| 1Y | -4.6% | -10.8% | +6.2% | -5.0% |
| All | -4.6% | -9.1% | +4.5% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling