+138.4%
HLT vs NVT
+419.5%
-281.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.7% | -1.3% |
| 7D | -1.6% | +4.1% | -5.7% | -2.8% |
| 30D | -5.0% | -5.1% | +0.1% | -3.9% |
| 3M | -10.4% | -1.2% | -9.2% | -11.3% |
| 6M | +3.2% | +46.6% | -43.3% | -11.4% |
| YTD | +6.7% | +60.0% | -53.2% | -11.7% |
| 1Y | +10.3% | +70.8% | -60.5% | -12.2% |
| 3Y | +99.3% | +187.5% | -88.2% | +17.6% |
| All | +138.4% | +419.5% | -281.1% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling