+58.0%
HAS vs NVS
+180.2%
-122.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -3.1% | -15.7% | +12.6% | +3.7% |
| 30D | -6.4% | -11.1% | +4.7% | -2.4% |
| 3M | +10.4% | -7.2% | +17.6% | +12.8% |
| 6M | -3.7% | -12.3% | +8.7% | +0.9% |
| YTD | +12.5% | +2.8% | +9.7% | +9.6% |
| 1Y | +19.8% | +11.9% | +7.9% | +12.2% |
| 3Y | +46.0% | +55.1% | -9.1% | +16.4% |
| 5Y | +12.5% | +94.1% | -81.6% | -21.2% |
| All | +58.0% | +180.2% | -122.2% | -1.2% |
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