+204.2%
NVO vs HWM
+1,311.7%
-1,107.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.2% |
| 7D | -7.6% | -11.4% | +3.9% | -6.3% |
| 30D | -6.0% | -18.5% | +12.5% | -3.8% |
| 3M | -0.8% | -13.2% | +12.4% | +0.6% |
| 6M | +16.5% | -8.7% | +25.1% | +17.2% |
| YTD | -11.1% | +12.2% | -23.3% | -12.8% |
| 1Y | -16.7% | +24.9% | -41.6% | -19.4% |
| 3Y | -52.9% | +383.9% | -436.8% | -61.1% |
| 5Y | -3.0% | +646.1% | -649.1% | -23.8% |
| All | +204.2% | +1,311.7% | -1,107.6% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling