+33,769.1%
NVO vs HST
+1,330.6%
+32,438.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +2.2% | -1.0% | +3.2% | +2.3% |
| 30D | +6.0% | -12.3% | +18.2% | +7.8% |
| 3M | +7.9% | -6.4% | +14.2% | +8.7% |
| 6M | +27.1% | +15.0% | +12.1% | +24.4% |
| YTD | -3.8% | +30.5% | -34.3% | -7.5% |
| 1Y | -12.8% | +35.7% | -48.5% | -16.7% |
| 3Y | -46.3% | +68.4% | -114.7% | -50.5% |
| 5Y | +3.6% | +73.1% | -69.5% | -6.2% |
| 10Y | +157.0% | +92.7% | +64.3% | +119.4% |
| All | +33,769.1% | +1,330.6% | +32,438.5% | +22,710.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling