-25.3%
NVTS vs HDB
-29.8%
+4.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.9% | -4.4% |
| 7D | +21.6% | +4.1% | +17.5% | +19.2% |
| 30D | -8.5% | +13.0% | -21.5% | -14.9% |
| 3M | -31.4% | +11.3% | -42.6% | -35.7% |
| 6M | -50.3% | +6.9% | -57.3% | -52.6% |
| YTD | +33.9% | -29.6% | +63.5% | +62.3% |
| 1Y | +10.6% | -29.5% | +40.2% | +34.0% |
| 3Y | +52.7% | -8.1% | +60.8% | +49.8% |
| 5Y | -48.5% | -23.4% | -25.1% | -54.2% |
| All | -25.3% | -29.8% | +4.5% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling