+271.5%
HBM vs NWSA
+121.1%
+150.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -3.3% | -2.8% | -0.5% | -1.5% |
| 30D | -4.8% | +3.0% | -7.9% | -6.8% |
| 3M | -0.4% | +12.3% | -12.7% | -9.6% |
| 6M | +17.9% | +21.9% | -4.0% | +0.6% |
| YTD | +33.7% | +13.6% | +20.2% | +17.8% |
| 1Y | +95.6% | +0.5% | +95.1% | +87.0% |
| 3Y | +458.1% | +43.8% | +414.4% | +308.1% |
| 5Y | +329.0% | +41.2% | +287.8% | +208.1% |
| 10Y | +588.2% | +148.6% | +439.6% | +207.6% |
| All | +271.5% | +121.1% | +150.4% | +75.4% |
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