+104.2%
HAS vs NVS
+249.7%
-145.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.6% |
| 7D | +2.0% | -2.8% | +4.8% | +3.3% |
| 30D | +30.9% | +11.5% | +19.5% | +25.0% |
| 3M | +28.8% | +3.7% | +25.1% | +25.7% |
| 6M | +32.3% | +10.4% | +21.9% | +25.3% |
| YTD | +54.7% | +19.8% | +34.9% | +41.0% |
| 1Y | +63.2% | +26.6% | +36.6% | +45.1% |
| 3Y | +220.7% | +90.1% | +130.6% | +132.6% |
| 5Y | +53.3% | +133.4% | -80.0% | -1.7% |
| 10Y | +104.2% | +251.0% | -146.7% | +12.8% |
| All | +104.2% | +249.7% | -145.5% | +12.8% |
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