-16.8%
HAL vs NWSA
+153.1%
-169.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +2.9% |
| 7D | -0.2% | -12.2% | +12.0% | +6.7% |
| 30D | +1.0% | -8.7% | +9.7% | +5.2% |
| 3M | -2.1% | -6.0% | +3.8% | -0.1% |
| 6M | -17.5% | -0.3% | -17.1% | -19.5% |
| YTD | +18.1% | +3.5% | +14.6% | +11.1% |
| 1Y | +19.7% | +0.8% | +19.0% | +14.4% |
| 3Y | -7.9% | +31.1% | -39.0% | -27.0% |
| 5Y | +53.1% | +18.8% | +34.3% | +23.2% |
| 10Y | -16.8% | +147.9% | -164.7% | -62.0% |
| All | -16.8% | +153.1% | -169.9% | -62.0% |
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