-9.1%
NVTS vs HUM
-3.2%
-5.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +4.6% |
| 7D | -1.4% | +2.1% | -3.5% | -1.2% |
| 30D | -16.5% | +5.4% | -21.9% | -15.9% |
| 3M | -47.6% | +11.4% | -59.0% | -46.8% |
| 6M | +7.3% | +141.5% | -134.2% | +22.8% |
| YTD | +62.9% | +61.2% | +1.7% | +74.6% |
| 1Y | +91.3% | +49.2% | +42.1% | +103.2% |
| 3Y | +43.4% | -9.0% | +52.4% | +64.0% |
| All | -9.1% | -3.2% | -5.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling