+155.3%
HBAN vs NVS
+179.5%
-24.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.0% | -14.3% | +13.3% | +4.7% |
| 30D | -5.6% | -10.0% | +4.4% | -2.5% |
| 3M | -1.1% | -10.9% | +9.7% | +2.3% |
| 6M | +9.9% | -12.0% | +21.8% | +14.2% |
| YTD | -0.9% | +2.5% | -3.5% | -3.8% |
| 1Y | -1.4% | +10.7% | -12.1% | -7.6% |
| 3Y | +78.2% | +53.3% | +24.9% | +41.1% |
| 5Y | +37.0% | +93.6% | -56.6% | -5.9% |
| All | +155.3% | +179.5% | -24.3% | +57.2% |
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