-2.7%
HD vs NVTS
+14.1%
-16.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.9% |
| 7D | -0.5% | +21.6% | -22.1% | -0.3% |
| 30D | +18.5% | -8.5% | +27.0% | +18.5% |
| 3M | +2.2% | -31.4% | +33.5% | +1.9% |
| 6M | +13.8% | -50.3% | +64.2% | +13.1% |
| YTD | +3.4% | +33.9% | -30.5% | +4.6% |
| All | -2.7% | +14.1% | -16.9% | -1.9% |
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