+256.9%
HL vs NVS
+179.5%
+77.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -4.4% | -14.3% | +9.9% | +3.9% |
| 30D | +9.3% | -10.0% | +19.3% | +14.9% |
| 3M | +32.0% | -10.9% | +42.9% | +39.0% |
| 6M | -6.4% | -12.0% | +5.5% | -0.7% |
| YTD | +3.1% | +2.5% | +0.6% | -0.9% |
| 1Y | +77.6% | +10.7% | +66.9% | +62.3% |
| 3Y | +392.8% | +53.3% | +339.5% | +256.7% |
| 5Y | +234.1% | +93.6% | +140.5% | +104.4% |
| All | +256.9% | +179.5% | +77.4% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling