+10.5%
HD vs NVTS
-36.0%
+46.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.3% |
| 7D | +1.5% | +3.9% | -2.4% | +1.4% |
| 30D | +18.0% | -4.3% | +22.3% | +17.9% |
| 3M | +2.8% | -34.5% | +37.3% | +3.9% |
| 6M | +17.0% | -57.7% | +74.7% | +19.0% |
| YTD | +3.5% | +25.4% | -21.8% | 0.0% |
| 1Y | -2.6% | +13.1% | -15.7% | -5.7% |
| 3Y | +30.7% | +48.9% | -18.2% | +20.2% |
| 5Y | +6.2% | -51.8% | +58.0% | -5.9% |
| All | +10.5% | -36.0% | +46.5% | +2.5% |
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