-9.4%
NVTS vs HRB
+117.1%
-126.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.3% |
| 7D | +3.5% | -10.6% | +14.1% | +3.4% |
| 30D | -11.9% | -0.8% | -11.1% | -12.0% |
| 3M | -49.2% | +19.1% | -68.3% | -49.4% |
| 6M | +38.4% | +48.7% | -10.3% | +34.5% |
| YTD | +62.5% | +7.1% | +55.4% | +65.1% |
| 1Y | +101.4% | -8.3% | +109.7% | +109.5% |
| 3Y | +40.4% | +25.8% | +14.6% | +22.2% |
| All | -9.4% | +117.1% | -126.5% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling