-32.7%
NVTS vs HAS
+56.0%
-88.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.9% |
| 3M | -30.6% | +30.7% | -61.2% | -42.5% |
| 6M | -48.4% | +23.9% | -72.3% | -56.8% |
| YTD | +20.6% | +48.3% | -27.7% | -14.7% |
| 1Y | -2.5% | +60.2% | -62.8% | -35.3% |
| 3Y | +44.0% | +189.2% | -145.2% | -41.3% |
| 5Y | -42.6% | +50.4% | -93.1% | -52.3% |
| All | -32.7% | +56.0% | -88.7% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling