+228.7%
HL vs NVS
+92.9%
+135.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -4.4% | -14.3% | +9.9% | +3.2% |
| 30D | +9.3% | -10.0% | +19.3% | +14.4% |
| 3M | +32.0% | -10.9% | +42.9% | +38.3% |
| 6M | -6.4% | -12.0% | +5.5% | -1.2% |
| YTD | +3.1% | +2.5% | +0.6% | -1.2% |
| 1Y | +77.6% | +10.7% | +66.9% | +62.0% |
| 3Y | +392.8% | +53.3% | +339.5% | +252.6% |
| All | +228.7% | +92.9% | +135.7% | +79.8% |
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 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