+6.3%
HAL vs NWSA
+150.8%
-144.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -1.3% | -3.1% | +1.7% | +0.4% |
| 30D | +10.9% | +4.3% | +6.6% | +8.1% |
| 3M | -5.8% | +9.2% | -15.1% | -11.3% |
| 6M | +8.1% | +21.6% | -13.5% | -5.2% |
| YTD | +33.2% | +14.2% | +19.0% | +20.1% |
| 1Y | +74.2% | +1.8% | +72.4% | +67.2% |
| 3Y | -3.7% | +44.4% | -48.1% | -27.0% |
| 5Y | +111.9% | +41.0% | +70.9% | +55.1% |
| All | +6.3% | +150.8% | -144.5% | -50.2% |
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