-3.5%
HD vs NVTS
+6.3%
-9.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.3% | +0.1% |
| 7D | -1.2% | +7.9% | -9.1% | -1.1% |
| 30D | +20.9% | +0.8% | +20.1% | +21.0% |
| 3M | -0.2% | -26.0% | +25.8% | -0.4% |
| 6M | +14.5% | -55.5% | +70.0% | +13.7% |
| YTD | +4.3% | +41.0% | -36.7% | +4.8% |
| 1Y | -3.5% | +10.4% | -13.9% | -3.8% |
| All | -3.5% | +6.3% | -9.8% | -3.8% |
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