+12.6%
HAS vs NVS
+88.8%
-76.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -13.9% | +11.5% | +2.2% |
| 7D | -3.1% | -14.6% | +11.5% | +1.8% |
| 30D | -2.7% | -11.9% | +9.2% | +0.9% |
| 3M | +8.9% | -6.0% | +14.9% | +10.3% |
| 6M | -2.9% | -11.4% | +8.5% | +0.3% |
| YTD | +12.6% | +2.9% | +9.7% | +10.5% |
| 1Y | +17.5% | +10.2% | +7.2% | +12.4% |
| 3Y | +46.2% | +55.3% | -9.1% | +23.4% |
| 5Y | +12.6% | +89.6% | -77.0% | -16.0% |
| All | +12.6% | +88.8% | -76.2% | -16.0% |
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