+72.7%
HON vs NVT
+731.8%
-659.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.6% | -1.6% |
| 7D | -3.5% | +4.1% | -7.5% | -4.9% |
| 30D | -13.8% | -5.1% | -8.6% | -12.4% |
| 3M | -11.7% | -1.2% | -10.5% | -12.6% |
| 6M | -18.7% | +46.6% | -65.3% | -31.4% |
| YTD | +0.2% | +60.0% | -59.7% | -18.7% |
| 1Y | -3.1% | +70.8% | -73.8% | -24.1% |
| 3Y | +17.0% | +187.5% | -170.6% | -32.4% |
| 5Y | +2.0% | +426.1% | -424.1% | -57.7% |
| All | +72.7% | +731.8% | -659.1% | -46.2% |
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 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