+307.1%
HAS vs NWSA
+98.2%
+209.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -9.4% | +9.2% | +2.9% |
| 30D | +31.0% | -7.8% | +38.8% | +34.3% |
| 3M | +30.7% | -10.8% | +41.4% | +35.2% |
| 6M | +23.9% | +1.1% | +22.8% | +22.3% |
| YTD | +48.3% | +1.8% | +46.5% | +45.5% |
| 1Y | +60.2% | +6.0% | +54.2% | +54.7% |
| 3Y | +189.2% | +24.6% | +164.6% | +161.9% |
| 5Y | +50.4% | +13.1% | +37.3% | +37.5% |
| 10Y | +104.2% | +148.5% | -44.3% | +38.3% |
| All | +307.1% | +98.2% | +209.0% | +192.6% |
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