+48.9%
NVTS vs HIG
+96.1%
-47.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.2% |
| 7D | +3.9% | +2.6% | +1.3% | +5.4% |
| 30D | -4.3% | +4.2% | -8.5% | -1.8% |
| 3M | -34.5% | +0.2% | -34.7% | -33.8% |
| 6M | -57.7% | +4.6% | -62.3% | -55.9% |
| YTD | +25.4% | +1.1% | +24.2% | +29.8% |
| 1Y | +13.1% | +4.7% | +8.5% | +18.5% |
| 3Y | +48.9% | +95.5% | -46.5% | +67.4% |
| All | +48.9% | +96.1% | -47.2% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling