+254.6%
HL vs NVTS
-20.2%
+274.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.6% |
| 7D | -5.6% | +0.5% | -6.1% | -5.7% |
| 30D | +12.7% | -18.0% | +30.8% | +14.8% |
| 3M | +42.5% | -45.6% | +88.1% | +49.9% |
| 6M | -9.0% | +28.5% | -37.5% | -12.9% |
| YTD | +4.4% | +56.2% | -51.8% | -2.0% |
| 1Y | +82.7% | +97.7% | -15.0% | +67.2% |
| 3Y | +406.3% | +35.0% | +371.3% | +363.7% |
| All | +254.6% | -20.2% | +274.8% | +211.2% |
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