-8.2%
NVO vs HBM
+47.3%
-55.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.3% | +4.8% |
| 7D | +10.2% | -5.8% | +16.0% | +10.4% |
| 30D | +12.4% | -18.5% | +30.8% | +13.3% |
| 3M | -3.5% | -10.3% | +6.7% | -3.0% |
| 6M | -3.8% | +2.1% | -5.9% | -4.6% |
| YTD | -13.0% | +12.0% | -25.0% | -17.7% |
| 1Y | -8.2% | +49.8% | -58.0% | -17.5% |
| All | -8.2% | +47.3% | -55.5% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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