+113.0%
NVTS vs HRB
+1.1%
+111.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.3% | +4.9% |
| 7D | +2.7% | -5.7% | +8.4% | +0.8% |
| 30D | -4.5% | +7.9% | -12.4% | -1.5% |
| 3M | -61.5% | +32.1% | -93.6% | -56.5% |
| 6M | +28.0% | +62.2% | -34.3% | +50.7% |
| YTD | +65.3% | +16.4% | +48.9% | +76.3% |
| 1Y | +113.0% | -0.3% | +113.3% | +120.9% |
| All | +113.0% | +1.1% | +111.9% | +120.9% |
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