+113.0%
NVTS vs HUM
+31.0%
+82.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.3% |
| 7D | +2.7% | +4.2% | -1.5% | +2.7% |
| 30D | -4.5% | +10.4% | -14.8% | -4.4% |
| 3M | -61.5% | +15.1% | -76.6% | -61.2% |
| 6M | +28.0% | +120.9% | -92.9% | +31.7% |
| YTD | +65.3% | +57.9% | +7.3% | +64.5% |
| 1Y | +113.0% | +30.6% | +82.4% | +119.5% |
| All | +113.0% | +31.0% | +82.0% | +119.5% |
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