-10.8%
NVTS vs HUM
+51.1%
-61.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.0% |
| 7D | -0.3% | +1.6% | -1.9% | -0.5% |
| 30D | -24.4% | +3.5% | -27.9% | -24.7% |
| 3M | -26.5% | +15.5% | -42.0% | -27.6% |
| 6M | -41.4% | +76.2% | -117.6% | -44.3% |
| YTD | +30.7% | +64.5% | -33.9% | +20.4% |
| 1Y | -10.8% | +50.0% | -60.8% | -17.1% |
| All | -10.8% | +51.1% | -61.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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