-12.9%
NVTS vs HBM
+262.1%
-274.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.5% | +3.7% | +0.3% |
| 7D | +0.5% | -3.7% | +4.2% | +2.4% |
| 30D | -18.0% | -3.7% | -14.4% | -16.6% |
| 3M | -45.6% | +8.0% | -53.6% | -47.4% |
| 6M | +28.5% | +15.8% | +12.7% | +18.2% |
| YTD | +56.2% | +34.4% | +21.8% | +31.8% |
| 1Y | +97.7% | +98.2% | -0.5% | +36.8% |
| 3Y | +35.0% | +476.6% | -441.6% | -47.8% |
| All | -12.9% | +262.1% | -274.9% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling