+125.1%
HPQ vs NVT
+731.8%
-606.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.6% | +3.8% | +6.4% |
| 7D | +9.8% | +4.1% | +5.7% | +7.8% |
| 30D | +22.4% | -5.1% | +27.5% | +24.2% |
| 3M | +45.2% | -1.2% | +46.3% | +42.0% |
| 6M | +96.4% | +46.6% | +49.9% | +56.9% |
| YTD | +65.4% | +60.0% | +5.4% | +24.9% |
| 1Y | +31.6% | +70.8% | -39.2% | -4.8% |
| 3Y | +37.0% | +187.5% | -150.5% | -30.1% |
| 5Y | +53.0% | +426.1% | -373.1% | -45.9% |
| All | +125.1% | +731.8% | -606.7% | -41.6% |
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