+403.8%
HUT vs NVS
+151.8%
+251.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +2.8% | -15.7% | +18.6% | +10.1% |
| 30D | +2.1% | -11.1% | +13.1% | +5.8% |
| 3M | -14.3% | -7.2% | -7.1% | -14.0% |
| 6M | +84.2% | -12.3% | +96.6% | +91.2% |
| YTD | +97.2% | +2.8% | +94.5% | +88.0% |
| 1Y | +192.7% | +11.9% | +180.8% | +163.6% |
| 3Y | +712.6% | +55.1% | +657.5% | +459.8% |
| 5Y | +85.5% | +94.1% | -8.6% | +3.4% |
| All | +403.8% | +151.8% | +251.9% | +151.3% |
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