-14.9%
HAL vs NVS
+260.1%
-274.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.0% |
| 7D | +6.1% | -1.3% | +7.4% | +6.7% |
| 30D | +2.9% | +9.3% | -6.4% | -1.5% |
| 3M | +3.3% | +5.8% | -2.4% | -0.8% |
| 6M | -16.9% | +7.2% | -24.1% | -21.4% |
| YTD | +21.2% | +20.0% | +1.2% | +6.9% |
| 1Y | +27.5% | +25.4% | +2.2% | +9.6% |
| 3Y | -6.4% | +89.2% | -95.6% | -39.6% |
| 5Y | +58.0% | +134.6% | -76.6% | -16.0% |
| All | -14.9% | +260.1% | -274.9% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling