+123.6%
HOOD vs NVT
+289.7%
-166.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.8% |
| 7D | -3.8% | +8.0% | -11.7% | -8.5% |
| 30D | -23.0% | -24.8% | +1.8% | -9.2% |
| 3M | -21.6% | -32.4% | +10.8% | -2.2% |
| 6M | +1.4% | -33.5% | +34.9% | +24.5% |
| YTD | -31.2% | +13.2% | -44.3% | -45.6% |
| 1Y | -35.9% | +9.0% | -44.9% | -47.8% |
| 3Y | +836.9% | +129.4% | +707.6% | +294.2% |
| 5Y | +121.1% | +230.1% | -108.9% | -37.5% |
| All | +123.6% | +289.7% | -166.1% | -47.6% |
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