-25.2%
NVTS vs HAS
+58.6%
-83.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +1.7% | +9.6% | +10.1% |
| 7D | +20.8% | +2.2% | +18.6% | +19.5% |
| 30D | -11.1% | +29.6% | -40.7% | -25.7% |
| 3M | -31.0% | +30.3% | -61.3% | -42.7% |
| 6M | -47.4% | +25.6% | -73.0% | -56.3% |
| YTD | +34.2% | +50.8% | -16.6% | -6.0% |
| 1Y | +22.2% | +63.0% | -40.8% | -19.8% |
| 3Y | +68.4% | +211.6% | -143.2% | -35.1% |
| 5Y | -39.0% | +50.4% | -89.4% | -50.2% |
| All | -25.2% | +58.6% | -83.7% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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