-23.1%
HD vs NVTS
+103.9%
-127.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.1% |
| 7D | -1.8% | +3.5% | -5.3% | -1.8% |
| 30D | -10.8% | -11.9% | +1.1% | -10.9% |
| 3M | -2.7% | -49.2% | +46.6% | -2.9% |
| 6M | -10.3% | +38.4% | -48.7% | -10.7% |
| YTD | -7.8% | +62.5% | -70.3% | -8.4% |
| 1Y | -23.1% | +101.4% | -124.5% | -25.6% |
| All | -23.1% | +103.9% | -127.0% | -25.6% |
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