-16.7%
NVO vs HCA
+8.6%
-25.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.1% |
| 7D | -7.6% | +5.4% | -13.0% | -7.5% |
| 30D | -6.0% | +3.0% | -8.9% | -5.9% |
| 3M | -0.8% | +13.0% | -13.8% | -0.1% |
| 6M | +16.5% | -20.3% | +36.7% | +8.3% |
| YTD | -11.1% | -8.2% | -2.9% | -15.2% |
| 1Y | -16.7% | +6.7% | -23.4% | -17.5% |
| All | -16.7% | +8.6% | -25.3% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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