+563.1%
HPE vs NVO
+143.1%
+420.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.1% | +14.6% | +12.8% |
| 7D | +19.4% | -7.6% | +27.0% | +20.8% |
| 30D | +5.6% | -6.0% | +11.6% | +6.5% |
| 3M | +33.1% | -0.8% | +33.8% | +32.2% |
| 6M | +192.5% | +16.5% | +176.0% | +180.8% |
| YTD | +160.9% | -11.1% | +172.0% | +160.9% |
| 1Y | +155.0% | -16.7% | +171.7% | +157.4% |
| 3Y | +289.4% | -52.9% | +342.3% | +325.6% |
| 5Y | +395.7% | -3.0% | +398.6% | +350.4% |
| All | +563.1% | +143.1% | +420.0% | +401.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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