+36.8%
HPQ vs NVTS
-17.0%
+53.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.3% | +5.1% |
| 7D | +2.2% | +3.5% | -1.2% | +2.0% |
| 30D | +9.7% | -11.9% | +21.7% | +10.5% |
| 3M | +32.7% | -49.2% | +82.0% | +37.7% |
| 6M | +77.7% | +38.4% | +39.3% | +68.5% |
| YTD | +51.0% | +62.5% | -11.5% | +40.0% |
| 1Y | +18.4% | +101.4% | -83.0% | +6.5% |
| 3Y | +25.6% | +40.4% | -14.9% | +11.3% |
| All | +36.8% | -17.0% | +53.8% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling