-6.3%
NVTS vs HAS
+18.4%
-24.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +3.3% |
| 7D | +9.7% | -3.1% | +12.8% | +12.0% |
| 30D | -13.6% | -2.7% | -10.9% | -12.2% |
| 3M | -51.0% | +8.9% | -59.9% | -54.4% |
| 6M | +46.3% | -2.9% | +49.3% | +43.3% |
| YTD | +68.1% | +12.6% | +55.4% | +44.1% |
| 1Y | +113.9% | +17.5% | +96.4% | +76.8% |
| 3Y | +45.3% | +46.2% | -0.9% | -1.4% |
| All | -6.3% | +18.4% | -24.7% | -3.0% |
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