-1.6%
HD vs NVTS
-17.0%
+15.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.9% |
| 7D | -1.8% | +3.5% | -5.3% | -1.9% |
| 30D | -10.8% | -11.9% | +1.1% | -10.5% |
| 3M | -2.7% | -49.2% | +46.6% | -0.9% |
| 6M | -10.3% | +38.4% | -48.7% | -12.8% |
| YTD | -7.8% | +62.5% | -70.3% | -11.5% |
| 1Y | -23.1% | +101.4% | -124.5% | -27.6% |
| 3Y | +2.0% | +40.4% | -38.4% | -3.9% |
| All | -1.6% | -17.0% | +15.4% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling