-6.3%
NVTS vs BHP
+137.5%
-143.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | 0.0% |
| 7D | +9.7% | +1.3% | +8.4% | +8.4% |
| 30D | -13.6% | +4.0% | -17.6% | -17.2% |
| 3M | -51.0% | +12.3% | -63.3% | -55.7% |
| 6M | +46.3% | +30.8% | +15.5% | +16.9% |
| YTD | +68.1% | +58.8% | +9.3% | +14.3% |
| 1Y | +113.9% | +76.8% | +37.1% | +34.0% |
| 3Y | +45.3% | +87.5% | -42.2% | -12.4% |
| All | -6.3% | +137.5% | -143.8% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling