-18.9%
HUT vs NVT
+233.5%
-252.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.6% |
| 7D | +34.9% | +17.4% | +17.5% | +14.1% |
| 30D | -25.9% | -28.4% | +2.5% | +8.0% |
| 3M | -31.7% | -32.4% | +0.7% | +6.2% |
| 6M | -42.2% | -32.2% | -10.1% | -10.4% |
| YTD | +34.9% | +14.0% | +20.9% | +23.8% |
| 1Y | +48.5% | +4.3% | +44.2% | +50.2% |
| 3Y | +471.2% | +131.7% | +339.5% | +136.6% |
| 5Y | -18.9% | +232.4% | -251.3% | -82.4% |
| All | -18.9% | +233.5% | -252.4% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling