+730.1%
NVT vs HIG
+217.9%
+512.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.9% |
| 7D | +7.0% | -0.5% | +7.5% | +7.2% |
| 30D | -2.3% | -2.8% | +0.5% | -0.9% |
| 3M | -3.1% | +6.3% | -9.4% | -7.8% |
| 6M | +47.0% | -0.1% | +47.1% | +44.1% |
| YTD | +56.2% | +0.4% | +55.8% | +52.1% |
| 1Y | +74.5% | +6.2% | +68.3% | +63.1% |
| 3Y | +184.0% | +101.6% | +82.4% | +69.7% |
| 5Y | +410.8% | +119.8% | +290.9% | +185.3% |
| All | +730.1% | +217.9% | +512.2% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling