+4.4%
HON vs NVTS
-14.2%
+18.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.7% |
| 7D | -0.8% | +9.7% | -10.5% | -1.1% |
| 30D | -15.2% | -13.6% | -1.6% | -14.8% |
| 3M | -6.0% | -51.0% | +45.0% | -4.3% |
| 6M | -14.9% | +46.3% | -61.2% | -17.1% |
| YTD | +3.2% | +68.1% | -64.9% | -0.3% |
| 1Y | 0.0% | +113.9% | -113.9% | -4.8% |
| 3Y | +21.5% | +45.3% | -23.8% | +15.1% |
| All | +4.4% | -14.2% | +18.6% | -5.7% |
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