+730.1%
NVT vs HRB
+131.7%
+598.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.0% |
| 7D | +7.0% | -10.6% | +17.6% | +10.2% |
| 30D | -2.3% | -0.8% | -1.5% | -3.0% |
| 3M | -3.1% | +19.1% | -22.1% | -10.1% |
| 6M | +47.0% | +48.7% | -1.7% | +23.5% |
| YTD | +56.2% | +7.1% | +49.1% | +47.2% |
| 1Y | +74.5% | -8.3% | +82.9% | +73.5% |
| 3Y | +184.0% | +25.8% | +158.2% | +134.4% |
| 5Y | +410.8% | +111.1% | +299.7% | +215.8% |
| All | +730.1% | +131.7% | +598.4% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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