-8.2%
NVO vs HUM
+51.1%
-59.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +10.2% | +1.6% | +8.6% | +9.9% |
| 30D | +12.4% | +3.5% | +8.8% | +11.7% |
| 3M | -3.5% | +15.5% | -19.0% | -5.5% |
| 6M | -3.8% | +76.2% | -80.0% | -11.6% |
| YTD | -13.0% | +64.5% | -77.5% | -21.4% |
| 1Y | -8.2% | +50.0% | -58.2% | -14.9% |
| All | -8.2% | +51.1% | -59.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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