+113.0%
NVTS vs HIG
+5.1%
+107.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +5.0% |
| 7D | +2.7% | +0.3% | +2.4% | +3.1% |
| 30D | -4.5% | -3.2% | -1.2% | -7.1% |
| 3M | -61.5% | +9.1% | -70.7% | -57.6% |
| 6M | +28.0% | -1.8% | +29.8% | +32.5% |
| YTD | +65.3% | +1.8% | +63.5% | +78.5% |
| 1Y | +113.0% | +4.6% | +108.4% | +162.0% |
| All | +113.0% | +5.1% | +107.9% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling