+3,769.4%
HDB vs NVS
+1,003.5%
+2,765.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.7% |
| 7D | +0.4% | +4.0% | -3.6% | -1.9% |
| 30D | -2.8% | +3.6% | -6.4% | -5.0% |
| 3M | -3.5% | +7.8% | -11.3% | -8.1% |
| 6M | -24.7% | -0.2% | -24.5% | -25.0% |
| YTD | -36.6% | +19.6% | -56.1% | -43.3% |
| 1Y | -34.4% | +28.4% | -62.7% | -44.0% |
| 3Y | -24.4% | +76.2% | -100.6% | -48.1% |
| 5Y | -35.4% | +111.1% | -146.4% | -61.0% |
| 10Y | +39.5% | +224.3% | -184.7% | -38.3% |
| All | +3,769.4% | +1,003.5% | +2,765.9% | +930.6% |
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