+151.7%
HYG vs NVS
+457.1%
-305.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -14.3% | +13.6% | +2.1% |
| 30D | -0.7% | -10.0% | +9.2% | +1.0% |
| 3M | -0.2% | -10.9% | +10.7% | +1.6% |
| 6M | +1.4% | -12.0% | +13.4% | +3.4% |
| YTD | +1.5% | +2.5% | -1.1% | +0.1% |
| 1Y | +2.9% | +10.7% | -7.8% | -0.2% |
| 3Y | +25.6% | +53.3% | -27.7% | +12.6% |
| 5Y | +18.6% | +93.6% | -75.0% | 0.0% |
| 10Y | +55.7% | +180.6% | -124.8% | +18.5% |
| All | +151.7% | +457.1% | -305.3% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling