+33,769.1%
NVO vs HAS
+3,598.5%
+30,170.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +2.2% | -1.8% | +4.0% | +2.4% |
| 30D | +6.0% | +2.3% | +3.7% | +5.7% |
| 3M | +7.9% | +10.4% | -2.5% | +6.3% |
| 6M | +27.1% | -3.2% | +30.3% | +27.2% |
| YTD | -3.8% | +15.4% | -19.2% | -6.2% |
| 1Y | -12.8% | +18.8% | -31.6% | -15.3% |
| 3Y | -46.3% | +43.9% | -90.2% | -49.8% |
| 5Y | +3.6% | +13.9% | -10.3% | -1.1% |
| 10Y | +157.0% | +56.4% | +100.6% | +125.7% |
| All | +33,769.1% | +3,598.5% | +30,170.7% | +18,413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling