-7.8%
NVTS vs HRB
+136.0%
-143.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.3% | +6.3% |
| 7D | +2.7% | -5.7% | +8.4% | +2.7% |
| 30D | -4.5% | +7.9% | -12.4% | -4.5% |
| 3M | -61.5% | +32.1% | -93.6% | -61.7% |
| 6M | +28.0% | +62.2% | -34.3% | +24.3% |
| YTD | +65.3% | +16.4% | +48.9% | +68.0% |
| 1Y | +113.0% | -0.3% | +113.3% | +121.6% |
| 3Y | +34.7% | +36.0% | -1.3% | +17.5% |
| All | -7.8% | +136.0% | -143.8% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling