+50.0%
HUM vs NVT
+3.0%
+47.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.7% | +12.6% | +0.8% |
| 7D | +1.6% | -19.5% | +21.0% | +3.1% |
| 30D | +3.5% | -32.4% | +35.9% | +6.4% |
| 3M | +15.5% | -30.3% | +45.8% | +18.4% |
| 6M | +76.2% | -30.4% | +106.7% | +79.7% |
| YTD | +64.5% | +11.3% | +53.2% | +63.5% |
| 1Y | +50.0% | +3.6% | +46.4% | +49.3% |
| All | +50.0% | +3.0% | +47.0% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling