-7.8%
NVTS vs PHM
+163.2%
-171.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.2% |
| 7D | +2.7% | -3.2% | +5.9% | +5.0% |
| 30D | -4.5% | -6.4% | +2.0% | -0.2% |
| 3M | -61.5% | +5.5% | -67.0% | -63.9% |
| 6M | +28.0% | -5.4% | +33.4% | +30.8% |
| YTD | +65.3% | +6.6% | +58.7% | +51.0% |
| 1Y | +113.0% | -8.8% | +121.8% | +117.1% |
| 3Y | +34.7% | +54.1% | -19.4% | -10.7% |
| All | -7.8% | +163.2% | -171.1% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling