-19.8%
HD vs NVS
+27.7%
-47.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.7% |
| 7D | -2.1% | +4.0% | -6.1% | -3.6% |
| 30D | -8.4% | +3.6% | -12.0% | -9.7% |
| 3M | +4.3% | +7.8% | -3.5% | +0.7% |
| 6M | -11.1% | -0.2% | -11.0% | -11.6% |
| YTD | -4.7% | +19.6% | -24.2% | -10.9% |
| 1Y | -19.8% | +28.4% | -48.2% | -27.2% |
| All | -19.8% | +27.7% | -47.5% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling