+10,986.0%
NVO vs HIG
+989.6%
+9,996.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -7.4% | -2.3% | -5.1% | -7.1% |
| 30D | -5.5% | -1.2% | -4.3% | -5.4% |
| 3M | +4.1% | +6.3% | -2.2% | +3.4% |
| 6M | +19.3% | +0.6% | +18.8% | +19.2% |
| YTD | -9.2% | +0.6% | -9.8% | -9.4% |
| 1Y | -15.0% | +6.1% | -21.1% | -15.7% |
| 3Y | -50.9% | +102.0% | -152.8% | -54.6% |
| 5Y | -0.9% | +119.2% | -120.1% | -9.5% |
| 10Y | +152.4% | +312.5% | -160.0% | +110.5% |
| All | +10,986.0% | +989.6% | +9,996.4% | +7,796.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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