-0.9%
NVO vs HST
+72.0%
-72.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -7.4% | +0.7% | -8.0% | -7.5% |
| 30D | -5.5% | -0.7% | -4.8% | -5.4% |
| 3M | +4.1% | -4.0% | +8.1% | +4.7% |
| 6M | +19.3% | +20.7% | -1.4% | +14.3% |
| YTD | -9.2% | +31.0% | -40.2% | -14.3% |
| 1Y | -15.0% | +36.2% | -51.2% | -20.5% |
| 3Y | -50.9% | +66.6% | -117.5% | -56.2% |
| 5Y | -0.9% | +75.8% | -76.6% | -13.1% |
| All | -0.9% | +72.0% | -72.9% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling