+101.4%
NVTS vs ALHC
-19.3%
+120.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.1% |
| 7D | +3.5% | -4.1% | +7.6% | +3.8% |
| 30D | -11.9% | -5.4% | -6.5% | -11.6% |
| 3M | -49.2% | -32.1% | -17.1% | -47.6% |
| 6M | +38.4% | -28.5% | +66.9% | +35.5% |
| YTD | +62.5% | -34.0% | +96.5% | +67.1% |
| 1Y | +101.4% | -20.9% | +122.3% | +120.1% |
| All | +101.4% | -19.3% | +120.7% | +120.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling