+50.4%
HAS vs NVS
+135.9%
-85.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +2.2% | +1.3% | +0.8% | +1.7% |
| 30D | +29.6% | +13.9% | +15.7% | +24.0% |
| 3M | +30.3% | +4.7% | +25.6% | +27.5% |
| 6M | +25.6% | +12.1% | +13.5% | +19.8% |
| YTD | +50.8% | +22.3% | +28.5% | +39.5% |
| 1Y | +63.0% | +33.5% | +29.5% | +46.1% |
| 3Y | +211.6% | +94.7% | +116.8% | +142.4% |
| 5Y | +50.4% | +137.6% | -87.2% | +5.4% |
| All | +50.4% | +135.9% | -85.5% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling