-10.8%
NVTS vs PHM
+16.2%
-27.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.2% | +1.8% | +7.5% |
| 7D | -0.3% | +13.6% | -13.9% | -3.2% |
| 30D | -24.4% | +19.3% | -43.7% | -27.6% |
| 3M | -26.5% | +3.5% | -30.0% | -27.0% |
| 6M | -41.4% | +18.6% | -60.0% | -45.1% |
| YTD | +30.7% | +16.7% | +14.0% | +14.8% |
| 1Y | -10.8% | +14.6% | -25.4% | -22.9% |
| All | -10.8% | +16.2% | -27.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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