+43.0%
NVTS vs ALHC
+140.1%
-97.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | -4.5% | -1.0% | -3.4% | -4.4% |
| 3M | -61.5% | -10.2% | -51.4% | -61.2% |
| 6M | +28.0% | -28.3% | +56.3% | +28.8% |
| YTD | +65.3% | -31.4% | +96.7% | +67.3% |
| 1Y | +113.0% | -16.9% | +129.9% | +114.2% |
| All | +43.0% | +140.1% | -97.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling