-10.8%
NVTS vs HIG
+12.7%
-23.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +11.5% |
| 7D | -0.3% | +6.2% | -6.5% | +6.6% |
| 30D | -24.4% | +9.4% | -33.8% | -16.2% |
| 3M | -26.5% | -2.3% | -24.1% | -27.4% |
| 6M | -41.4% | +4.2% | -45.6% | -35.9% |
| YTD | +30.7% | +1.6% | +29.1% | +42.5% |
| 1Y | -10.8% | +9.9% | -20.7% | -1.8% |
| All | -10.8% | +12.7% | -23.6% | -1.8% |
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