+430.6%
HL vs NVT
+731.8%
-301.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -3.2% |
| 7D | -4.4% | +4.1% | -8.4% | -6.1% |
| 30D | +9.3% | -5.1% | +14.4% | +11.2% |
| 3M | +32.0% | -1.2% | +33.1% | +30.9% |
| 6M | -6.4% | +46.6% | -53.0% | -22.1% |
| YTD | +3.1% | +60.0% | -56.9% | -16.9% |
| 1Y | +77.6% | +70.8% | +6.8% | +38.8% |
| 3Y | +392.8% | +187.5% | +205.3% | +188.1% |
| 5Y | +234.1% | +426.1% | -192.0% | +42.2% |
| All | +430.6% | +731.8% | -301.2% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling