-6.3%
NVTS vs HBM
+294.0%
-300.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | -1.5% |
| 7D | +9.7% | +7.4% | +2.3% | +5.3% |
| 30D | -13.6% | +5.1% | -18.7% | -16.2% |
| 3M | -51.0% | +11.1% | -62.1% | -53.2% |
| 6M | +46.3% | +30.2% | +16.1% | +26.4% |
| YTD | +68.1% | +46.2% | +21.8% | +35.4% |
| 1Y | +113.9% | +120.0% | -6.1% | +39.7% |
| 3Y | +45.3% | +527.4% | -482.1% | -46.3% |
| All | -6.3% | +294.0% | -300.2% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling