+5.2%
HD vs NVTS
-44.6%
+49.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.5% | -11.4% | -2.1% |
| 7D | +4.3% | +1.5% | +2.8% | +4.2% |
| 30D | +20.2% | -23.8% | +44.0% | +21.0% |
| 3M | -1.0% | -30.6% | +29.6% | -0.2% |
| 6M | +7.9% | -48.4% | +56.3% | +8.8% |
| YTD | +2.0% | +20.6% | -18.6% | -1.4% |
| 1Y | -4.3% | -2.5% | -1.8% | -6.9% |
| 3Y | +25.9% | +44.0% | -18.0% | +15.8% |
| All | +5.2% | -44.6% | +49.8% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling