+106.9%
NVO vs HUT
+450.5%
-343.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.8% | -11.0% | -2.5% |
| 7D | -7.6% | +5.4% | -13.0% | -7.8% |
| 30D | -6.0% | +8.6% | -14.6% | -6.4% |
| 3M | -0.8% | -15.2% | +14.5% | -0.7% |
| 6M | +16.5% | +92.9% | -76.4% | +12.3% |
| YTD | -11.1% | +114.6% | -125.8% | -14.8% |
| 1Y | -16.7% | +208.5% | -225.2% | -21.5% |
| 3Y | -52.9% | +821.5% | -874.4% | -58.3% |
| 5Y | -3.0% | +101.8% | -104.8% | -13.3% |
| All | +106.9% | +450.5% | -343.6% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling