-9.1%
NVTS vs BHP
+125.0%
-134.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.5% |
| 7D | -1.4% | -3.6% | +2.2% | +2.0% |
| 30D | -16.5% | -1.2% | -15.3% | -16.1% |
| 3M | -47.6% | +1.2% | -48.8% | -48.0% |
| 6M | +7.3% | +21.4% | -14.1% | -8.1% |
| YTD | +62.9% | +50.4% | +12.5% | +16.5% |
| 1Y | +91.3% | +67.5% | +23.8% | +26.1% |
| 3Y | +43.4% | +72.8% | -29.4% | -7.1% |
| All | -9.1% | +125.0% | -134.2% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling