-9.1%
NVTS vs HIG
+108.8%
-118.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.4% | -1.5% | 0.0% | -1.2% |
| 30D | -16.5% | -0.4% | -16.2% | -16.6% |
| 3M | -47.6% | +6.7% | -54.3% | -48.8% |
| 6M | +7.3% | +2.0% | +5.3% | +6.0% |
| YTD | +62.9% | +0.3% | +62.6% | +61.3% |
| 1Y | +91.3% | +4.2% | +87.1% | +86.1% |
| 3Y | +43.4% | +102.2% | -58.8% | -15.7% |
| All | -9.1% | +108.8% | -118.0% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling