+73.9%
HST vs NVS
+89.9%
-16.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -0.3% | -15.4% | +15.1% | +4.6% |
| 30D | -2.8% | -12.3% | +9.5% | +0.6% |
| 3M | -6.5% | -7.8% | +1.3% | -5.2% |
| 6M | +20.7% | -13.0% | +33.7% | +24.9% |
| YTD | +30.5% | +2.8% | +27.7% | +26.4% |
| 1Y | +36.8% | +10.6% | +26.1% | +28.5% |
| 3Y | +65.9% | +55.1% | +10.8% | +32.7% |
| 5Y | +73.9% | +91.7% | -17.8% | +20.6% |
| All | +73.9% | +89.9% | -16.0% | +20.6% |
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 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