+86.1%
HUT vs NVS
+89.9%
-3.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +18.9% | -15.4% | +34.3% | +22.1% |
| 30D | +12.0% | -12.3% | +24.3% | +13.8% |
| 3M | -14.9% | -7.8% | -7.0% | -15.2% |
| 6M | +96.8% | -13.0% | +109.8% | +99.1% |
| YTD | +108.8% | +2.8% | +106.0% | +103.8% |
| 1Y | +227.4% | +10.6% | +216.7% | +212.8% |
| 3Y | +760.3% | +55.1% | +705.2% | +591.3% |
| 5Y | +86.1% | +91.7% | -5.6% | +19.9% |
| All | +86.1% | +89.9% | -3.8% | +19.9% |
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