+467.2%
HUT vs NVS
+90.8%
+376.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.1% |
| 7D | +9.3% | -1.3% | +10.6% | +9.0% |
| 30D | -23.1% | +9.3% | -32.4% | -21.7% |
| 3M | -30.6% | +5.8% | -36.4% | -29.5% |
| 6M | -46.9% | +7.2% | -54.0% | -46.1% |
| YTD | +25.3% | +20.0% | +5.4% | +31.7% |
| 1Y | +59.8% | +25.4% | +34.5% | +70.4% |
| 3Y | +467.2% | +89.2% | +378.0% | +790.3% |
| All | +467.2% | +90.8% | +376.4% | +790.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling