-2.6%
HAL vs NWSA
+101.5%
-104.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.5% | +2.9% |
| 7D | -0.2% | -12.2% | +12.0% | +6.6% |
| 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% | -19.4% |
| YTD | +18.1% | +3.5% | +14.6% | +11.3% |
| 1Y | +19.7% | +0.8% | +19.0% | +14.6% |
| 3Y | -7.9% | +31.1% | -39.0% | -26.2% |
| 5Y | +53.1% | +18.8% | +34.3% | +24.3% |
| 10Y | -16.8% | +147.9% | -164.7% | -60.1% |
| All | -2.6% | +101.5% | -104.0% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling