-42.8%
NVTS vs HAS
+50.4%
-93.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.5% | +10.1% | +9.9% |
| 7D | +1.5% | -0.2% | +1.7% | +1.9% |
| 30D | -23.8% | +31.0% | -54.8% | -37.0% |
| 3M | -30.6% | +30.7% | -61.2% | -42.6% |
| 6M | -48.4% | +23.9% | -72.3% | -56.9% |
| YTD | +20.6% | +48.3% | -27.7% | -15.0% |
| 1Y | -2.5% | +60.2% | -62.8% | -35.7% |
| 3Y | +44.0% | +189.2% | -145.2% | -42.2% |
| All | -42.8% | +50.4% | -93.2% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling