-50.3%
NVTS vs PH
+9.6%
-59.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -3.3% |
| 7D | +21.6% | +7.4% | +14.3% | +13.1% |
| 30D | -8.5% | +0.5% | -9.0% | -9.1% |
| 3M | -31.4% | -10.2% | -21.1% | -22.6% |
| 6M | -50.3% | +8.9% | -59.3% | -59.5% |
| All | -50.3% | +9.6% | -59.9% | -59.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling