+357.9%
HPE vs NVTS
-16.8%
+374.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.3% | +8.1% | +12.1% |
| 7D | +19.4% | -1.4% | +20.8% | +19.6% |
| 30D | +5.6% | -16.5% | +22.1% | +7.2% |
| 3M | +33.1% | -47.6% | +80.7% | +39.6% |
| 6M | +192.5% | +7.3% | +185.2% | +186.5% |
| YTD | +160.9% | +62.9% | +98.0% | +145.5% |
| 1Y | +155.0% | +91.3% | +63.7% | +133.3% |
| 3Y | +289.4% | +43.4% | +246.0% | +243.8% |
| All | +357.9% | -16.8% | +374.7% | +265.2% |
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