-8.2%
NVO vs HLT
+46.7%
-54.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +4.0% |
| 7D | +10.2% | +7.7% | +2.5% | +8.0% |
| 30D | +12.4% | +19.1% | -6.7% | +7.5% |
| 3M | -3.5% | +20.7% | -24.2% | -8.1% |
| 6M | -3.8% | +21.0% | -24.8% | -9.1% |
| YTD | -13.0% | +31.3% | -44.2% | -19.6% |
| 1Y | -8.2% | +45.9% | -54.1% | -19.2% |
| All | -8.2% | +46.7% | -54.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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