+216.8%
HAS vs NWSA
+127.4%
+89.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -1.8% | -1.9% | +0.1% | -1.2% |
| 30D | +2.3% | +4.6% | -2.3% | +0.6% |
| 3M | +10.4% | +13.2% | -2.9% | +5.2% |
| 6M | -3.2% | +27.0% | -30.2% | -11.5% |
| YTD | +15.4% | +16.8% | -1.4% | +8.4% |
| 1Y | +18.8% | +4.5% | +14.3% | +15.7% |
| 3Y | +43.9% | +46.2% | -2.3% | +23.7% |
| 5Y | +13.9% | +40.9% | -27.0% | -3.0% |
| 10Y | +56.4% | +145.1% | -88.7% | +5.1% |
| All | +216.8% | +127.4% | +89.4% | +118.0% |
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