+7.3%
HD vs NVS
+90.2%
-82.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.9% | +11.6% | +2.1% |
| 7D | -1.2% | -14.6% | +13.4% | +3.6% |
| 30D | -11.1% | -11.9% | +0.8% | -7.9% |
| 3M | +2.0% | -6.0% | +8.0% | +3.2% |
| 6M | -10.5% | -11.4% | +0.9% | -7.6% |
| YTD | -6.9% | +2.9% | -9.8% | -8.5% |
| 1Y | -23.2% | +10.2% | -33.4% | -26.3% |
| 3Y | +3.1% | +55.3% | -52.2% | -12.1% |
| All | +7.3% | +90.2% | -82.9% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling