-25.3%
NVTS vs HAS
+59.3%
-84.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.0% | -3.7% |
| 7D | +21.6% | +1.6% | +20.0% | +20.5% |
| 30D | -8.5% | +26.6% | -35.1% | -22.1% |
| 3M | -31.4% | +29.0% | -60.4% | -42.5% |
| 6M | -50.3% | +30.6% | -80.9% | -59.8% |
| YTD | +33.9% | +51.5% | -17.6% | -6.4% |
| 1Y | +10.6% | +58.5% | -47.8% | -25.7% |
| 3Y | +52.7% | +214.1% | -161.4% | -41.4% |
| 5Y | -48.5% | +50.2% | -98.7% | -58.1% |
| All | -25.3% | +59.3% | -84.6% | -37.0% |
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