-12.8%
NVO vs HWM
+48.6%
-61.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +2.2% | -2.1% | +4.3% | +2.5% |
| 30D | +6.0% | -11.0% | +17.0% | +8.2% |
| 3M | +7.9% | +4.0% | +3.8% | +5.2% |
| 6M | +27.1% | -0.2% | +27.3% | +25.2% |
| YTD | -3.8% | +26.7% | -30.5% | -13.6% |
| 1Y | -12.8% | +44.7% | -57.6% | -25.6% |
| All | -12.8% | +48.6% | -61.4% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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