-31.4%
HDB vs NVS
+54.6%
-86.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.2% | -15.7% | +9.5% | -2.6% |
| 30D | -6.2% | -11.1% | +4.9% | -3.9% |
| 3M | -5.9% | -7.2% | +1.3% | -4.6% |
| 6M | -25.9% | -12.3% | -13.6% | -24.1% |
| YTD | -40.2% | +2.8% | -43.0% | -40.2% |
| 1Y | -38.0% | +11.9% | -49.9% | -38.9% |
| All | -31.4% | +54.6% | -86.0% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling