-32.9%
HDB vs NVS
+37.6%
-70.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +4.4% |
| 7D | +12.9% | +5.7% | +7.2% | +11.0% |
| 30D | +10.0% | +17.1% | -7.0% | +4.7% |
| 3M | +1.8% | +7.6% | -5.8% | -1.2% |
| 6M | -2.1% | +14.1% | -16.2% | -8.2% |
| YTD | -33.4% | +23.3% | -56.7% | -36.9% |
| 1Y | -32.9% | +36.0% | -68.9% | -37.3% |
| All | -32.9% | +37.6% | -70.5% | -37.3% |
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