+116.4%
HPE vs NVTS
-9.1%
+125.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +9.0% | -14.7% | -7.4% |
| 7D | -17.0% | -0.3% | -16.7% | -17.0% |
| 30D | -26.7% | -24.4% | -2.3% | -23.1% |
| 3M | -4.1% | -26.5% | +22.3% | +0.7% |
| 6M | +75.4% | -41.4% | +116.8% | +87.5% |
| YTD | +111.0% | +30.7% | +80.4% | +98.5% |
| 1Y | +116.4% | -10.8% | +127.2% | +112.7% |
| All | +116.4% | -9.1% | +125.5% | +112.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling