+91.3%
NVTS vs PHM
-12.7%
+104.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.8% |
| 7D | -1.4% | -5.0% | +3.5% | +0.1% |
| 30D | -16.5% | -8.4% | -8.1% | -14.3% |
| 3M | -47.6% | -4.4% | -43.2% | -47.7% |
| 6M | +7.3% | -3.7% | +11.0% | +5.2% |
| YTD | +62.9% | +1.3% | +61.6% | +48.2% |
| 1Y | +91.3% | -14.0% | +105.3% | +89.7% |
| All | +91.3% | -12.7% | +104.0% | +89.7% |
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