+170.9%
HOOD vs NVTS
-20.2%
+191.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.1% |
| 7D | -9.1% | +0.5% | -9.6% | -9.3% |
| 30D | +20.1% | -18.0% | +38.1% | +23.6% |
| 3M | +31.2% | -45.6% | +76.8% | +42.5% |
| 6M | +44.3% | +28.5% | +15.9% | +29.7% |
| YTD | +0.2% | +56.2% | -56.0% | -13.7% |
| 1Y | -3.5% | +97.7% | -101.2% | -21.7% |
| 3Y | +955.2% | +35.0% | +920.2% | +734.1% |
| All | +170.9% | -20.2% | +191.2% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling