-0.9%
NVO vs HDB
-38.6%
+37.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -7.4% | -6.2% | -1.2% | -6.3% |
| 30D | -5.5% | -6.2% | +0.7% | -4.4% |
| 3M | +4.1% | -5.9% | +10.0% | +5.0% |
| 6M | +19.3% | -25.9% | +45.3% | +25.2% |
| YTD | -9.2% | -40.2% | +31.0% | -1.4% |
| 1Y | -15.0% | -38.0% | +23.0% | -8.4% |
| 3Y | -50.9% | -30.5% | -20.4% | -48.3% |
| 5Y | -0.9% | -38.1% | +37.3% | +4.3% |
| All | -0.9% | -38.6% | +37.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 5y: compounded portfolio wealth divided by compounded HDB 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…
5y analysis · Full analysis span regression · 6 months rolling