+94.1%
HAS vs NWSA
+141.7%
-47.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | +26.6% | -11.3% | +38.0% | +31.9% |
| 3M | +29.0% | -8.1% | +37.0% | +32.4% |
| 6M | +30.6% | -0.7% | +31.3% | +29.6% |
| YTD | +51.5% | +1.3% | +50.2% | +48.6% |
| 1Y | +58.5% | -1.3% | +59.8% | +56.9% |
| 3Y | +214.1% | +28.4% | +185.7% | +178.0% |
| 5Y | +50.2% | +15.3% | +34.9% | +34.9% |
| All | +94.1% | +141.7% | -47.7% | +24.1% |
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