+48.9%
HAS vs NWSA
+46.6%
+2.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -1.8% | -1.9% | +0.1% | -1.1% |
| 30D | +2.3% | +4.6% | -2.3% | +0.5% |
| 3M | +10.4% | +13.2% | -2.9% | +4.9% |
| 6M | -3.2% | +27.0% | -30.2% | -12.5% |
| YTD | +15.4% | +16.8% | -1.4% | +7.5% |
| 1Y | +18.8% | +4.5% | +14.3% | +15.8% |
| All | +48.9% | +46.6% | +2.3% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling