+218.9%
NVO vs HWM
+1,323.5%
-1,104.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -10.7% | +7.6% | -1.8% |
| 7D | +0.1% | -9.2% | +9.3% | +1.2% |
| 30D | -3.2% | -17.9% | +14.6% | -1.0% |
| 3M | +11.5% | -6.0% | +17.5% | +12.0% |
| 6M | +22.9% | -7.4% | +30.2% | +23.4% |
| YTD | -6.8% | +13.1% | -19.9% | -8.7% |
| 1Y | -12.6% | +29.3% | -42.0% | -15.8% |
| 3Y | -49.6% | +389.9% | -439.5% | -58.4% |
| 5Y | +0.6% | +655.5% | -655.0% | -21.1% |
| All | +218.9% | +1,323.5% | -1,104.6% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling