-0.6%
HD vs NVTS
-14.2%
+13.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.3% |
| 7D | -1.2% | +9.7% | -10.9% | -1.5% |
| 30D | -11.1% | -13.6% | +2.5% | -10.8% |
| 3M | +2.0% | -51.0% | +53.0% | +4.0% |
| 6M | -10.5% | +46.3% | -56.8% | -13.2% |
| YTD | -6.9% | +68.1% | -74.9% | -10.6% |
| 1Y | -23.2% | +113.9% | -137.1% | -27.8% |
| 3Y | +3.1% | +45.3% | -42.2% | -3.0% |
| All | -0.6% | -14.2% | +13.6% | -8.4% |
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