+174.9%
NVS vs HBM
+619.2%
-444.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -14.3% | -3.3% | -11.0% | -14.1% |
| 30D | -10.0% | -4.8% | -5.1% | -9.8% |
| 3M | -10.9% | -0.4% | -10.5% | -11.3% |
| 6M | -12.0% | +17.9% | -29.8% | -14.1% |
| YTD | +2.5% | +33.7% | -31.2% | -1.3% |
| 1Y | +10.7% | +95.6% | -84.9% | +2.9% |
| 3Y | +53.3% | +458.1% | -404.8% | +27.7% |
| 5Y | +93.6% | +329.0% | -235.4% | +60.5% |
| All | +174.9% | +619.2% | -444.3% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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