+136.0%
NVO vs HAS
+61.8%
+74.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.4% |
| 7D | -7.6% | -1.1% | -6.5% | -7.4% |
| 30D | -6.0% | -2.8% | -3.2% | -5.6% |
| 3M | -0.8% | +10.1% | -10.9% | -2.3% |
| 6M | +16.5% | -1.4% | +17.8% | +16.3% |
| YTD | -11.1% | +14.2% | -25.3% | -13.2% |
| 1Y | -16.7% | +18.2% | -34.9% | -19.1% |
| 3Y | -52.9% | +48.6% | -101.5% | -56.2% |
| 5Y | -3.0% | +14.2% | -17.2% | -6.8% |
| All | +136.0% | +61.8% | +74.2% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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