-7.8%
NVTS vs PH
+246.4%
-254.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.5% |
| 7D | +2.7% | -3.1% | +5.8% | +5.7% |
| 30D | -4.5% | -3.2% | -1.2% | -1.8% |
| 3M | -61.5% | +10.6% | -72.1% | -65.3% |
| 6M | +28.0% | -2.1% | +30.1% | +28.7% |
| YTD | +65.3% | +10.2% | +55.1% | +47.9% |
| 1Y | +113.0% | +28.2% | +84.8% | +61.3% |
| 3Y | +34.7% | +134.9% | -100.2% | -46.7% |
| All | -7.8% | +246.4% | -254.2% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling