+600.3%
NVS vs HBM
+649.7%
-49.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | -15.4% | +5.5% | -20.9% | -15.8% |
| 30D | -12.3% | +3.3% | -15.6% | -12.7% |
| 3M | -7.8% | +12.7% | -20.5% | -9.2% |
| 6M | -13.0% | +28.2% | -41.2% | -15.8% |
| YTD | +2.8% | +45.3% | -42.6% | -2.0% |
| 1Y | +10.6% | +121.7% | -111.1% | +1.3% |
| 3Y | +55.1% | +523.5% | -468.5% | +26.8% |
| 5Y | +91.7% | +393.9% | -302.2% | +55.5% |
| 10Y | +181.2% | +647.9% | -466.7% | +99.5% |
| All | +600.3% | +649.7% | -49.4% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling