+37.5%
NVTS vs HIG
+101.8%
-64.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.8% |
| 7D | +0.5% | -2.3% | +2.7% | -0.5% |
| 30D | -18.0% | -1.2% | -16.8% | -18.2% |
| 3M | -45.6% | +6.3% | -51.9% | -43.9% |
| 6M | +28.5% | +0.6% | +27.9% | +31.2% |
| YTD | +56.2% | +0.6% | +55.6% | +59.9% |
| 1Y | +97.7% | +6.1% | +91.6% | +106.4% |
| All | +37.5% | +101.8% | -64.3% | +28.8% |
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 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