+195.0%
HBAN vs NVS
+1,076.7%
-881.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.9% | -15.7% | +13.8% | +5.9% |
| 30D | -5.9% | -11.1% | +5.2% | -1.3% |
| 3M | +0.2% | -7.2% | +7.4% | +2.5% |
| 6M | +6.6% | -12.3% | +19.0% | +12.1% |
| YTD | -1.7% | +2.8% | -4.5% | -4.8% |
| 1Y | -1.7% | +11.9% | -13.7% | -9.1% |
| 3Y | +74.9% | +55.1% | +19.8% | +34.2% |
| 5Y | +36.0% | +94.1% | -58.1% | -8.4% |
| 10Y | +156.9% | +181.2% | -24.3% | +39.6% |
| All | +195.0% | +1,076.7% | -881.7% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling