-10.8%
NVTS vs PH
+20.3%
-31.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.7% | +12.7% | +10.9% |
| 7D | -0.3% | -0.2% | -0.1% | -0.5% |
| 30D | -24.4% | -6.7% | -17.7% | -21.5% |
| 3M | -26.5% | -8.1% | -18.4% | -22.9% |
| 6M | -41.4% | +5.3% | -46.7% | -41.8% |
| YTD | +30.7% | +4.2% | +26.5% | +29.0% |
| 1Y | -10.8% | +19.3% | -30.2% | +3.5% |
| All | -10.8% | +20.3% | -31.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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