-56.0%
NVO vs HST
+87.3%
-143.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.9% | +3.6% | -2.7% | -0.2% |
| 30D | +6.8% | +9.9% | -3.1% | +4.1% |
| 3M | -11.3% | +12.9% | -24.2% | -14.2% |
| 6M | -12.4% | +22.9% | -35.3% | -17.9% |
| YTD | -16.1% | +52.4% | -68.5% | -26.3% |
| 1Y | -15.1% | +52.5% | -67.6% | -25.5% |
| All | -56.0% | +87.3% | -143.3% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 3y: compounded portfolio wealth divided by compounded HST 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…
3y analysis · Full analysis span regression · 6 months rolling