+187.5%
NVT vs HIG
+101.1%
+86.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +5.0% | +4.7% |
| 7D | +4.1% | -1.5% | +5.5% | +4.3% |
| 30D | -5.1% | -0.4% | -4.8% | -5.1% |
| 3M | -1.2% | +6.7% | -7.8% | -3.2% |
| 6M | +46.6% | +2.0% | +44.6% | +45.0% |
| YTD | +60.0% | +0.3% | +59.7% | +59.0% |
| 1Y | +70.8% | +4.2% | +66.6% | +67.0% |
| 3Y | +187.5% | +102.2% | +85.3% | +100.7% |
| All | +187.5% | +101.1% | +86.4% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling