-51.3%
NVO vs HWM
+389.8%
-441.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -4.7% | -8.0% | +3.3% | -3.4% |
| 30D | -5.4% | -18.0% | +12.6% | -2.4% |
| 3M | +7.0% | -9.5% | +16.5% | +8.0% |
| 6M | +17.6% | -8.4% | +26.0% | +18.2% |
| YTD | -8.0% | +13.6% | -21.7% | -11.3% |
| 1Y | -13.8% | +30.2% | -44.1% | -18.8% |
| All | -51.3% | +389.8% | -441.0% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling