+9.7%
HAL vs NWSA
+127.4%
-117.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.4% |
| 7D | +2.9% | -1.9% | +4.8% | +4.0% |
| 30D | +17.0% | +4.6% | +12.5% | +13.9% |
| 3M | -9.7% | +13.2% | -22.9% | -16.6% |
| 6M | +8.6% | +27.0% | -18.4% | -6.9% |
| YTD | +33.0% | +16.8% | +16.2% | +18.5% |
| 1Y | +68.3% | +4.5% | +63.8% | +59.1% |
| 3Y | +0.1% | +46.2% | -46.1% | -24.0% |
| 5Y | +102.6% | +40.9% | +61.7% | +50.3% |
| 10Y | +3.8% | +145.1% | -141.3% | -49.6% |
| All | +9.7% | +127.4% | -117.8% | -45.4% |
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