+712.5%
NVT vs HAS
+39.9%
+672.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.5% | -2.7% |
| 7D | +2.0% | -3.1% | +5.1% | +3.3% |
| 30D | -7.2% | -6.4% | -0.8% | -4.8% |
| 3M | -0.9% | +10.4% | -11.3% | -5.6% |
| 6M | +42.6% | -3.7% | +46.3% | +42.6% |
| YTD | +52.9% | +12.5% | +40.4% | +42.6% |
| 1Y | +64.5% | +19.8% | +44.6% | +48.9% |
| 3Y | +178.0% | +46.0% | +132.0% | +123.7% |
| 5Y | +402.8% | +12.5% | +390.3% | +348.1% |
| All | +712.5% | +39.9% | +672.6% | +538.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling