+55.2%
HYG vs NVO
+143.1%
-87.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -0.7% | -7.6% | +6.9% | -0.2% |
| 30D | -0.7% | -6.0% | +5.2% | -0.4% |
| 3M | -0.2% | -0.8% | +0.6% | -0.3% |
| 6M | +1.4% | +16.5% | -15.0% | +0.2% |
| YTD | +1.5% | -11.1% | +12.6% | +1.6% |
| 1Y | +2.9% | -16.7% | +19.6% | +3.4% |
| 3Y | +25.6% | -52.9% | +78.6% | +29.7% |
| 5Y | +18.6% | -3.0% | +21.5% | +11.0% |
| All | +55.2% | +143.1% | -87.9% | +31.2% |
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