+1.4%
HON vs NVTS
-20.2%
+21.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.5% | -1.2% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | -11.9% | -18.0% | +6.1% | -11.4% |
| 3M | -6.1% | -45.6% | +39.5% | -4.7% |
| 6M | -19.2% | +28.5% | -47.7% | -20.9% |
| YTD | +0.2% | +56.2% | -56.0% | -3.0% |
| 1Y | -1.5% | +97.7% | -99.2% | -6.0% |
| 3Y | +17.9% | +35.0% | -17.0% | +12.1% |
| All | +1.4% | -20.2% | +21.6% | -8.2% |
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