+213.4%
HAS vs NWSA
+32.6%
+180.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.4% | -1.7% |
| 7D | +1.4% | +2.2% | -0.8% | +0.6% |
| 30D | +26.3% | -8.8% | +35.0% | +29.8% |
| 3M | +25.6% | -6.5% | +32.1% | +27.9% |
| 6M | +30.3% | +1.5% | +28.7% | +28.1% |
| YTD | +50.4% | +4.0% | +46.3% | +45.3% |
| 1Y | +57.7% | +3.4% | +54.3% | +52.7% |
| 3Y | +213.4% | +34.8% | +178.5% | +154.8% |
| All | +213.4% | +32.6% | +180.8% | +154.8% |
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