-17.7%
NVO vs HUT
-25.2%
+7.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.1% | +9.5% | +2.8% |
| 7D | +3.3% | +9.3% | -6.1% | +2.7% |
| 30D | +9.2% | -23.1% | +32.3% | +10.2% |
| 3M | -9.8% | -30.6% | +20.8% | -8.8% |
| 6M | -10.4% | -46.9% | +36.4% | -8.9% |
| YTD | -14.1% | +25.3% | -39.4% | -18.2% |
| 1Y | -11.1% | +59.8% | -70.9% | -16.9% |
| 3Y | -54.9% | +467.2% | -522.1% | -62.8% |
| All | -17.7% | -25.2% | +7.5% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling