+2.1%
HD vs NVO
-50.2%
+52.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -1.8% | -4.7% | +2.9% | -1.4% |
| 30D | -10.8% | -5.4% | -5.4% | -10.5% |
| 3M | -2.7% | +7.0% | -9.6% | -3.2% |
| 6M | -10.3% | +17.6% | -27.9% | -11.5% |
| YTD | -7.8% | -8.0% | +0.2% | -7.8% |
| 1Y | -23.1% | -13.8% | -9.3% | -23.0% |
| All | +2.1% | -50.2% | +52.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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