-14.9%
HAL vs NWSA
+148.1%
-163.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +1.6% |
| 7D | +6.1% | +2.2% | +3.9% | +4.8% |
| 30D | +2.9% | -8.8% | +11.7% | +7.3% |
| 3M | +3.3% | -6.5% | +9.8% | +5.9% |
| 6M | -16.9% | +1.5% | -18.4% | -19.8% |
| YTD | +21.2% | +4.0% | +17.1% | +13.6% |
| 1Y | +27.5% | +3.4% | +24.1% | +20.0% |
| 3Y | -6.4% | +34.8% | -41.3% | -27.1% |
| 5Y | +58.0% | +18.4% | +39.7% | +27.6% |
| All | -14.9% | +148.1% | -163.0% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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