+218.9%
NVO vs HAS
+97.5%
+121.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +3.3% | +1.4% | +1.9% | +3.1% |
| 30D | +9.2% | +26.3% | -17.1% | +5.4% |
| 3M | -9.8% | +25.6% | -35.4% | -12.9% |
| 6M | -10.4% | +30.3% | -40.7% | -14.2% |
| YTD | -14.1% | +50.4% | -64.5% | -19.6% |
| 1Y | -11.1% | +57.7% | -68.8% | -17.4% |
| 3Y | -54.9% | +213.4% | -268.3% | -62.4% |
| 5Y | -17.4% | +49.1% | -66.5% | -23.8% |
| All | +218.9% | +97.5% | +121.3% | +171.1% |
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