+527.3%
NVT vs ALHC
-29.3%
+556.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | +10.4% | -1.0% | +11.3% | +10.4% |
| 30D | -1.3% | -6.3% | +5.0% | -1.1% |
| 3M | -0.6% | -12.3% | +11.7% | -0.7% |
| 6M | +53.8% | -27.0% | +80.8% | +54.3% |
| YTD | +60.2% | -31.8% | +92.0% | +61.2% |
| 1Y | +76.8% | -17.0% | +93.8% | +76.0% |
| 3Y | +191.2% | +159.8% | +31.4% | +156.5% |
| 5Y | +430.9% | -25.1% | +456.1% | +398.5% |
| All | +527.3% | -29.3% | +556.7% | +477.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALHC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling