+302.9%
HAL vs NVS
+1,269.4%
-966.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.4% |
| 7D | +2.9% | +4.0% | -1.1% | +0.8% |
| 30D | +17.0% | +3.6% | +13.4% | +14.5% |
| 3M | -9.7% | +7.8% | -17.5% | -13.9% |
| 6M | +8.6% | -0.2% | +8.8% | +7.2% |
| YTD | +33.0% | +19.6% | +13.4% | +19.1% |
| 1Y | +68.3% | +28.4% | +39.9% | +44.6% |
| 3Y | +0.1% | +76.2% | -76.1% | -29.0% |
| 5Y | +102.6% | +111.1% | -8.4% | +28.3% |
| 10Y | +3.8% | +224.3% | -220.4% | -46.8% |
| All | +302.9% | +1,269.4% | -966.4% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling