-19.8%
HD vs NWSA
+5.5%
-25.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | -8.4% | +4.6% | -13.0% | -9.5% |
| 3M | +4.3% | +13.2% | -8.9% | +1.0% |
| 6M | -11.1% | +27.0% | -38.1% | -16.5% |
| YTD | -4.7% | +16.8% | -21.5% | -8.5% |
| 1Y | -19.8% | +4.5% | -24.3% | -20.7% |
| All | -19.8% | +5.5% | -25.3% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling