-9.1%
NVTS vs HRB
+117.0%
-126.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | -1.4% | -8.0% | +6.6% | -1.5% |
| 30D | -16.5% | -16.0% | -0.5% | -16.6% |
| 3M | -47.6% | +26.9% | -74.5% | -48.1% |
| 6M | +7.3% | +51.1% | -43.8% | +4.0% |
| YTD | +62.9% | +7.1% | +55.8% | +65.5% |
| 1Y | +91.3% | -9.6% | +100.9% | +99.4% |
| 3Y | +43.4% | +25.4% | +18.0% | +24.9% |
| All | -9.1% | +117.0% | -126.2% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling