-12.9%
NVTS vs BHP
+125.5%
-138.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.3% | +1.4% | +1.2% |
| 7D | +0.5% | -3.7% | +4.2% | +4.1% |
| 30D | -18.0% | -0.8% | -17.2% | -17.8% |
| 3M | -45.6% | +7.6% | -53.2% | -48.9% |
| 6M | +28.5% | +20.8% | +7.7% | +10.4% |
| YTD | +56.2% | +50.8% | +5.4% | +11.5% |
| 1Y | +97.7% | +70.9% | +26.8% | +28.3% |
| 3Y | +35.0% | +78.0% | -43.0% | -14.6% |
| All | -12.9% | +125.5% | -138.4% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling