+1,111.8%
NVO vs HBM
+593.2%
+518.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.3% | -0.6% |
| 7D | -7.4% | -3.7% | -3.6% | -7.1% |
| 30D | -5.5% | -3.7% | -1.8% | -5.3% |
| 3M | +4.1% | +8.0% | -3.9% | +2.8% |
| 6M | +19.3% | +15.8% | +3.6% | +16.5% |
| YTD | -9.2% | +34.4% | -43.6% | -13.1% |
| 1Y | -15.0% | +98.2% | -113.2% | -21.8% |
| 3Y | -50.9% | +476.6% | -527.4% | -59.7% |
| 5Y | -0.9% | +331.1% | -332.0% | -18.5% |
| 10Y | +152.4% | +591.6% | -439.1% | +80.6% |
| All | +1,111.8% | +593.2% | +518.6% | +730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling