+43.4%
NVTS vs HUM
-9.4%
+52.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +4.8% |
| 7D | -1.4% | +2.1% | -3.5% | -1.0% |
| 30D | -16.5% | +5.4% | -21.9% | -15.5% |
| 3M | -47.6% | +11.4% | -59.0% | -46.3% |
| 6M | +7.3% | +141.5% | -134.2% | +34.7% |
| YTD | +62.9% | +61.2% | +1.7% | +82.6% |
| 1Y | +91.3% | +49.2% | +42.1% | +110.3% |
| 3Y | +43.4% | -9.0% | +52.4% | +60.2% |
| All | +43.4% | -9.4% | +52.8% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling