+228.8%
NVO vs HLT
+641.8%
-413.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -7.6% | -1.6% | -6.0% | -7.3% |
| 30D | -6.0% | -5.0% | -0.9% | -5.0% |
| 3M | -0.8% | -10.4% | +9.6% | +1.2% |
| 6M | +16.5% | +3.2% | +13.2% | +15.4% |
| YTD | -11.1% | +6.7% | -17.9% | -12.5% |
| 1Y | -16.7% | +10.3% | -27.0% | -18.6% |
| 3Y | -52.9% | +99.3% | -152.3% | -59.0% |
| 5Y | -3.0% | +143.7% | -146.7% | -19.5% |
| 10Y | +147.1% | +584.7% | -437.7% | +56.8% |
| All | +228.8% | +641.8% | -413.0% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling