+211.6%
HAS vs NVS
+92.9%
+118.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +2.2% | +1.3% | +0.8% | +1.7% |
| 30D | +29.6% | +13.9% | +15.7% | +24.2% |
| 3M | +30.3% | +4.7% | +25.6% | +27.6% |
| 6M | +25.6% | +12.1% | +13.5% | +19.8% |
| YTD | +50.8% | +22.3% | +28.5% | +39.8% |
| 1Y | +63.0% | +33.5% | +29.5% | +46.6% |
| 3Y | +211.6% | +94.7% | +116.8% | +148.7% |
| All | +211.6% | +92.9% | +118.7% | +148.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling