-33.7%
HDB vs NVS
+92.9%
-126.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +6.9% |
| 7D | +0.7% | -14.3% | +15.0% | +5.2% |
| 30D | +1.0% | -10.0% | +10.9% | +3.8% |
| 3M | -2.0% | -10.9% | +8.9% | +0.9% |
| 6M | -18.1% | -12.0% | -6.1% | -15.4% |
| YTD | -36.1% | +2.5% | -38.6% | -36.8% |
| 1Y | -34.0% | +10.7% | -44.7% | -36.3% |
| 3Y | -26.7% | +53.3% | -80.0% | -37.6% |
| All | -33.7% | +92.9% | -126.6% | -51.9% |
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