-9.4%
NVTS vs HST
+70.0%
-79.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +3.5% | -0.3% | +3.8% | +3.8% |
| 30D | -11.9% | -2.8% | -9.1% | -9.5% |
| 3M | -49.2% | -6.5% | -42.8% | -46.0% |
| 6M | +38.4% | +20.7% | +17.7% | +11.8% |
| YTD | +62.5% | +30.5% | +32.0% | +20.3% |
| 1Y | +101.4% | +36.8% | +64.6% | +38.1% |
| 3Y | +40.4% | +65.9% | -25.5% | -17.5% |
| All | -9.4% | +70.0% | -79.4% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling