+203.4%
HD vs NVS
+180.2%
+23.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.9% | -15.7% | +11.8% | +3.4% |
| 30D | -13.1% | -11.1% | -2.0% | -9.1% |
| 3M | -3.4% | -7.2% | +3.7% | -1.3% |
| 6M | -12.6% | -12.3% | -0.2% | -8.1% |
| YTD | -9.2% | +2.8% | -12.0% | -11.8% |
| 1Y | -23.9% | +11.9% | -35.9% | -29.2% |
| 3Y | +0.4% | +55.1% | -54.6% | -22.1% |
| 5Y | +4.5% | +94.1% | -89.5% | -30.1% |
| All | +203.4% | +180.2% | +23.2% | +84.6% |
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