-39.0%
NVTS vs ALHC
-62.5%
+23.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.0% | +12.2% | +11.4% |
| 7D | +20.8% | +3.9% | +16.9% | +20.4% |
| 30D | -11.1% | -3.6% | -7.5% | -10.4% |
| 3M | -31.0% | -49.4% | +18.4% | -23.6% |
| 6M | -47.4% | -59.5% | +12.1% | -40.8% |
| YTD | +34.2% | -63.2% | +97.4% | +52.1% |
| 1Y | +22.2% | -55.5% | +77.7% | +33.5% |
| 3Y | +68.4% | +23.0% | +45.4% | +24.0% |
| 5Y | -39.0% | -65.7% | +26.7% | -45.3% |
| All | -39.0% | -62.5% | +23.5% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling