+133.9%
HL vs NVS
+27.7%
+106.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.6% |
| 7D | +1.5% | +4.0% | -2.5% | -0.3% |
| 30D | +25.1% | +3.6% | +21.5% | +23.2% |
| 3M | +22.9% | +7.8% | +15.1% | +18.1% |
| 6M | -4.9% | -0.2% | -4.7% | -5.3% |
| YTD | +7.8% | +19.6% | -11.7% | -0.5% |
| 1Y | +133.9% | +28.4% | +105.5% | +112.2% |
| All | +133.9% | +27.7% | +106.2% | +112.2% |
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