+5.6%
HD vs NVTS
+41.3%
-35.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +0.8% |
| 7D | -2.1% | +2.7% | -4.7% | -2.1% |
| 30D | -8.4% | -4.5% | -4.0% | -8.4% |
| 3M | +4.3% | -61.5% | +65.9% | +5.6% |
| 6M | -11.1% | +28.0% | -39.1% | -12.3% |
| YTD | -4.7% | +65.3% | -69.9% | -6.6% |
| 1Y | -19.8% | +113.0% | -132.8% | -22.3% |
| All | +5.6% | +41.3% | -35.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling