+43.0%
NVTS vs HBM
+506.5%
-463.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | +3.5% | +5.5% | -2.0% | 0.0% |
| 30D | -11.9% | +3.3% | -15.2% | -14.0% |
| 3M | -49.2% | +12.7% | -61.9% | -52.4% |
| 6M | +38.4% | +28.2% | +10.2% | +18.3% |
| YTD | +62.5% | +45.3% | +17.2% | +27.7% |
| 1Y | +101.4% | +121.7% | -20.3% | +25.1% |
| All | +43.0% | +506.5% | -463.5% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling