-10.8%
NVTS vs HRB
+16.9%
-27.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.4% | +4.6% | +10.7% |
| 7D | -0.3% | +16.0% | -16.4% | +5.8% |
| 30D | -24.4% | +32.1% | -56.5% | -15.4% |
| 3M | -26.5% | +21.5% | -48.0% | -19.6% |
| 6M | -41.4% | +82.1% | -123.5% | -26.0% |
| YTD | +30.7% | +31.6% | -0.9% | +37.6% |
| 1Y | -10.8% | +15.9% | -26.7% | -16.0% |
| All | -10.8% | +16.9% | -27.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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