-12.7%
NVO vs DHI
+9.9%
-22.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.5% |
| 7D | +3.0% | +7.6% | -4.6% | +1.8% |
| 30D | +7.4% | +15.3% | -7.9% | +5.2% |
| 3M | -8.3% | +4.4% | -12.7% | -9.3% |
| 6M | -9.0% | +8.3% | -17.3% | -10.5% |
| YTD | -16.8% | +10.4% | -27.3% | -21.6% |
| 1Y | -12.7% | +9.8% | -22.5% | -17.3% |
| All | -12.7% | +9.9% | -22.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling