-10.8%
NVTS vs HST
+76.4%
-87.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +8.3% |
| 7D | -0.3% | +3.3% | -3.6% | -1.9% |
| 30D | -24.4% | +16.4% | -40.7% | -29.5% |
| 3M | -26.5% | +5.5% | -31.9% | -28.9% |
| 6M | -41.4% | +31.1% | -72.5% | -47.9% |
| YTD | +30.7% | +55.9% | -25.3% | +15.1% |
| 1Y | -10.8% | +75.6% | -86.4% | -16.6% |
| All | -10.8% | +76.4% | -87.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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