+44.0%
NVTS vs HST
+77.0%
-33.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.6% | +9.6% |
| 7D | +1.5% | -2.7% | +4.2% | +6.0% |
| 30D | -23.8% | +10.7% | -34.5% | -31.8% |
| 3M | -30.6% | +6.3% | -36.8% | -34.8% |
| 6M | -48.4% | +19.0% | -67.4% | -58.6% |
| YTD | +20.6% | +47.0% | -26.4% | -27.1% |
| 1Y | -2.5% | +53.4% | -56.0% | -45.3% |
| 3Y | +44.0% | +78.0% | -34.0% | -37.2% |
| All | +44.0% | +77.0% | -33.1% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling