+53.7%
NVS vs HBM
+460.9%
-407.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | +0.3% |
| 7D | -15.7% | -3.7% | -12.0% | -15.6% |
| 30D | -11.1% | -3.7% | -7.4% | -11.0% |
| 3M | -7.2% | +8.0% | -15.2% | -8.0% |
| 6M | -12.3% | +15.8% | -28.1% | -14.0% |
| YTD | +2.8% | +34.4% | -31.6% | -0.2% |
| 1Y | +11.9% | +98.2% | -86.2% | +6.1% |
| All | +53.7% | +460.9% | -407.2% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling