+360.6%
HPE vs NVT
+731.8%
-371.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.6% | +7.8% | +9.9% |
| 7D | +19.4% | +4.1% | +15.3% | +17.1% |
| 30D | +5.6% | -5.1% | +10.7% | +8.7% |
| 3M | +33.1% | -1.2% | +34.2% | +33.1% |
| 6M | +192.5% | +46.6% | +145.9% | +134.3% |
| YTD | +160.9% | +60.0% | +100.9% | +97.5% |
| 1Y | +155.0% | +70.8% | +84.2% | +84.5% |
| 3Y | +289.4% | +187.5% | +101.9% | +98.6% |
| 5Y | +395.7% | +426.1% | -30.5% | +74.6% |
| All | +360.6% | +731.8% | -371.2% | +21.9% |
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