+46.6%
HUM vs NVT
+694.8%
-648.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -1.4% | +2.0% | -3.4% | -1.9% |
| 30D | +7.5% | -7.2% | +14.7% | +9.1% |
| 3M | +10.2% | -0.9% | +11.1% | +9.5% |
| 6M | +132.5% | +42.6% | +89.9% | +109.3% |
| YTD | +57.6% | +52.9% | +4.7% | +38.6% |
| 1Y | +48.6% | +64.5% | -15.9% | +27.1% |
| 3Y | -11.2% | +178.0% | -189.1% | -38.6% |
| 5Y | +4.8% | +402.8% | -398.0% | -44.0% |
| All | +46.6% | +694.8% | -648.2% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling