+262.4%
HL vs NVTS
-14.2%
+276.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | +7.1% | +9.7% | -2.6% | +6.1% |
| 30D | +21.4% | -13.6% | +35.1% | +23.0% |
| 3M | +37.4% | -51.0% | +88.4% | +45.7% |
| 6M | +0.4% | +46.3% | -45.9% | -5.0% |
| YTD | +6.7% | +68.1% | -61.4% | -0.5% |
| 1Y | +102.4% | +113.9% | -11.5% | +83.9% |
| 3Y | +417.4% | +45.3% | +372.1% | +370.6% |
| All | +262.4% | -14.2% | +276.5% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling