+5,049.7%
HD vs NVS
+1,272.2%
+3,777.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.9% |
| 7D | -1.2% | -2.8% | +1.7% | 0.0% |
| 30D | +20.9% | +11.5% | +9.4% | +15.6% |
| 3M | -0.2% | +3.7% | -3.9% | -2.4% |
| 6M | +14.5% | +10.4% | +4.1% | +8.7% |
| YTD | +4.3% | +19.8% | -15.5% | -4.4% |
| 1Y | -3.5% | +26.6% | -30.1% | -13.6% |
| 3Y | +30.1% | +90.1% | -60.0% | -3.6% |
| 5Y | +8.5% | +133.4% | -124.9% | -27.5% |
| 10Y | +245.3% | +251.0% | -5.7% | +93.9% |
| All | +5,049.7% | +1,272.2% | +3,777.5% | +1,729.5% |
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