-7.8%
NVTS vs HST
+70.1%
-77.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.0% |
| 7D | +2.7% | -1.0% | +3.7% | +3.9% |
| 30D | -4.5% | -12.3% | +7.8% | +8.8% |
| 3M | -61.5% | -6.4% | -55.2% | -59.2% |
| 6M | +28.0% | +15.0% | +13.0% | +9.1% |
| YTD | +65.3% | +30.5% | +34.8% | +22.3% |
| 1Y | +113.0% | +35.7% | +77.3% | +47.4% |
| 3Y | +34.7% | +68.4% | -33.7% | -21.9% |
| All | -7.8% | +70.1% | -77.9% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling