+437.0%
HL vs NVT
+694.8%
-257.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.1% |
| 7D | -5.6% | +2.0% | -7.6% | -6.6% |
| 30D | +12.7% | -7.2% | +19.9% | +15.9% |
| 3M | +42.5% | -0.9% | +43.4% | +41.3% |
| 6M | -9.0% | +42.6% | -51.6% | -23.3% |
| YTD | +4.4% | +52.9% | -48.5% | -14.2% |
| 1Y | +82.7% | +64.5% | +18.2% | +45.2% |
| 3Y | +406.3% | +178.0% | +228.3% | +200.4% |
| 5Y | +238.2% | +402.8% | -164.6% | +46.9% |
| All | +437.0% | +694.8% | -257.8% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling