-7.8%
NVTS vs ALHC
-28.4%
+20.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | -4.5% | -1.0% | -3.4% | -4.3% |
| 3M | -61.5% | -10.2% | -51.4% | -61.5% |
| 6M | +28.0% | -28.3% | +56.3% | +30.8% |
| YTD | +65.3% | -31.4% | +96.7% | +70.8% |
| 1Y | +113.0% | -16.9% | +129.9% | +111.6% |
| 3Y | +34.7% | +135.5% | -100.8% | -12.2% |
| All | -7.8% | -28.4% | +20.6% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling